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Periodic Integration and Cointegration of U.S. Stock Prices, Dividends, and Interest Rates : A New Test of the Present Value Model

Shirwani, Hassan; Delcoure, Natalya; Wilbratte, Barry J. - 2012

This paper presents a new test of the present value model of stock price determination, using some of the recent advances in the econometrics of seasonal time series. Unlike earlier studies which generally find stock prices, dividends, and interest rates to be characterized by standard...

Persistent link: https://www.econbiz.de/10014043638

Testing for periodic integration and cointegration of the stock prices of the G7 countries

Shirvani, Hassan; Wilbratte, Barry; Delcoure, Natalya - In: Investment management and financial innovations 6 (2009) 1, pp. 147-155

Persistent link: https://www.econbiz.de/10003917857

Stock prices, home prices, and private consumption in the US : some robust bilateral causality tests

Shirvani, Hassan; Mirshab, Bahman; Delcoure, Natalya - In: Modern economy 3 (2012) 2, pp. 145-149

Persistent link: https://www.econbiz.de/10009703839

Social media sentiment, tariffs, and international equity pricing

Carmona, Jesus; Delcoure, Natalya; Fernandez, Francisco … - In: International journal of electronic finance : IJEF 10 (2020) 1/2, pp. 93-115

Persistent link: https://www.econbiz.de/10012509286

Chaos in an emerging capital market? : The case of the Athens Stock Exchange

Barkoulas, John T. - In: Applied financial economics 8 (1998) 3, pp. 231-243

Persistent link: https://www.econbiz.de/10001244169

Long-term dependence in stock returns

Barkoulas, John T. - In: Economics letters 53 (1996) 3, pp. 253-259

Persistent link: https://www.econbiz.de/10001216270

Price discovery for cross-listed firms with foreign IPOs

Alhaj-Yaseen, Yaseen S.; Lam, Eddery; Barkoulas, John T. - In: International review of financial analysis 31 (2014), pp. 80-87

Persistent link: https://www.econbiz.de/10010461534

Does corporate social responsibility play a moderating role in trading silence prior to bad news earnings announcements?

Chakraborty, Atreya; Gao, Lucia Silva; Kim, Sangwan; … - In: The journal of corporate accounting & finance 34 (2023) 3, pp. 282-301

Persistent link: https://www.econbiz.de/10014336520

Seeking alpha from share repurchases

Chakraborty, Atreya; Grant, James L.; Trahan, Emery A.; … - In: The journal of investing : JOI 29 (2019) 1, pp. 61-79

Persistent link: https://www.econbiz.de/10013177274