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An empirical investigation of the informational efficiency of the GCC equity markets : evidence from bootstrap simulation

Al Janabi, Mazin A. M.; Hatemi-J, Abdulnasser; … - In: International review of financial analysis 19 (2010) 1, pp. 47-54

Persistent link: https://www.econbiz.de/10008668723

The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations

Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Research in international business and finance 25 (2011) 3, pp. 329-334

Persistent link: https://www.econbiz.de/10009241631

A bootstrap-corrected causality test : another look at the money-income relationship

Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 207-216

Persistent link: https://www.econbiz.de/10003307078

Controlling money supply and price level with unknown regime shifts : the case of Chile

Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: The journal of applied business research 24 (2008) 2, pp. 139-146

Persistent link: https://www.econbiz.de/10003710240

Money supply and the informational efficiency of the stock market in Korea : evidence from an alternative methodology

Hatemi-J, Abdulnasser - In: Journal of economic integration 17 (2002) 3, pp. 517-526

Persistent link: https://www.econbiz.de/10001693656

Export performance and economic growth nexus in Japan : a bootstrap approach

Hatemi-J, Abdulnasser - In: Japan and the world economy : international journal of … 14 (2002) 1, pp. 25-33

Persistent link: https://www.econbiz.de/10001637856

Is the equity market informationally efficient in Japan? : Evidence from leveraged bootstrap analysis

Hatemi-J, Abdulnasser - In: Economia internazionale 57 (2004) 4, pp. 461-473

Persistent link: https://www.econbiz.de/10002565238

The international Fisher Effect : theory and application

Hatemi-J, Abdulnasser - In: Investment management and financial innovations 6 (2009) 1, pp. 117-121

Persistent link: https://www.econbiz.de/10003917713

Dynamic Asymmetric Causality Tests with an Application

Hatemi-J, Abdulnasser - 2023

Testing for causation—defined as the preceding impact of the past value(s) of one variable on the current value of another when all other pertinent information is accounted for—is increasingly utilized in empirical research using the time-series data in different scientific disciplines. A...

Persistent link: https://www.econbiz.de/10014354729

How integrated are real estate markets with the world market? : evidence from case-wise bootstrap analysis

Hatemi-J, Abdulnasser; Roca, Eduardo; Al-Shayeb, Abdulrahman - In: Economic modelling 37 (2014), pp. 137-142

Persistent link: https://www.econbiz.de/10010417225