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Daily seasonality in stock returns : further international evidence

Peiro, Amado - In: Economics letters 45 (1994) 2, pp. 227-232

Persistent link: https://www.econbiz.de/10001163916

Stock prices, production and interest rates : comparison of three European countries with the USA

Peiro, Amado - In: Empirical economics : a journal of the Institute for … 21 (1996) 2, pp. 221-234

Persistent link: https://www.econbiz.de/10001199250

The distribution of stock returns : international evidence

Peiro, Amado - In: Applied financial economics 4 (1994) 6, pp. 431-439

Persistent link: https://www.econbiz.de/10001171659

Predicting stock returns : some European evidence

Peiro, Amado - In: Applied economics 54 (2022) 57, pp. 6596-6604

Persistent link: https://www.econbiz.de/10013494191

Stock prices and macroeconomic factors : some European evidence

Peiro, Amado - In: International review of economics & finance : IREF 41 (2016), pp. 287-294

Persistent link: https://www.econbiz.de/10011624733

Cross-autocorrelations in European stock returns

Peiro, Amado - In: Economics and Business Letters : EBL 5 (2016) 1, pp. 30-37

This paper examines lead-lag relationships between monthly index returns from 18 European industries. Several interesting and clear relationships are found that call into question the efficiency of European stock markets. While the Automobiles & Parts sector lags more than half of the other...

Persistent link: https://www.econbiz.de/10011573194