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An examination of the REIT return-implied volatility relation : a frequency domain approach

Anoruo, Emmanuel; Murthy, Vasudeva N. R. - In: Journal of economics and finance 41 (2017) 3, pp. 581-594

Persistent link: https://www.econbiz.de/10011802168

Are shocks to hedge fund returns permanent or temporary?

Anoruo, Emmanuel - In: The IUP journal of applied finance : IJAF 19 (2013) 1, pp. 86-98

Persistent link: https://www.econbiz.de/10009696955

Mean reversion and long memory in African stock market prices

Anoruo, Emmanuel; Gil-Alaña, Luis A. - In: Journal of economics and finance 35 (2011) 3, pp. 296-308

Persistent link: https://www.econbiz.de/10009271634

Long-run relationship between economic growth and stock returns : an empirical investigation on Canada and the United States

Sawhney, Bansi L.; Anoruo, Emmanuel; Feridun, Mete - In: Ekonomický časopis : časopis pre ekonomickú … 54 (2006) 6, pp. 584-596

Persistent link: https://www.econbiz.de/10003383649

An empirical investigation into the relation of oil to stock market prices

Anoruo, Emmanuel; Mustafa, Muhammad - In: North American journal of finance and banking research 1 (2007) 1, pp. 22-36

Persistent link: https://www.econbiz.de/10003851735

Empirical evidence on the asymmetric relationship between bond and REIT returns

Anoruo, Emmanuel; Elike, Uchenna - In: International journal of financial research 6 (2015) 3, pp. 1-12

Persistent link: https://www.econbiz.de/10011405155

Are Shocks to Hedge Fund Returns Permanent or Temporary?

Anoruo, Emmanuel - 2013

This paper seeks to ascertain whether shocks to hedge fund returns are permanent or temporary by using M1 and M2 unit root procedures advanced by Narayan and Popp. In addition, the paper implements the GARCH-based unit root test developed by Liu and Narayan. These procedures allow for two...

Persistent link: https://www.econbiz.de/10013087943