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Do momentum-based strategies still work in foreign currency markets?
Okunev, John; White, Derek - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 425-447
Persistent link: https://www.econbiz.de/10001766880
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An empirical analysis of alternative parametric ARCH models
Loudon, Geoffrey F.; Watt, Wing H.; Yadav, Pradeep - In: Journal of applied econometrics 15 (2000) 2, pp. 117-136
Persistent link: https://www.econbiz.de/10001474642
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Using non-linear tests to examine integration between real estate and equity markets
Okunev, John; Wilson, Patrick James - 1995
Persistent link: https://www.econbiz.de/10000948900
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Unit root testing with known and unknown structural breaks in property and equity markets
Wilson, Patrick James; Okunev, John - 1996
Persistent link: https://www.econbiz.de/10000985536
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Modelling the equity risk premium in the long term
Davidson, Ian; Okunev, John; Tahir, Mohammad - 1996
Persistent link: https://www.econbiz.de/10000985874
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Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond; Davidson, Ian; Okunev, John - 1996
Persistent link: https://www.econbiz.de/10000985878
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Regime switches in property market risk premiums : some international comparisons
Wilson, Patrick James; Okunev, John; Hutcheson, Tiffany - 1998
Persistent link: https://www.econbiz.de/10000994535
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Using nonlinear tests to examine integration between real estate and stock markets
Okunev, John - In: Real estate economics : journal of the American Real … 25 (1997) 3, pp. 487-503
Persistent link: https://www.econbiz.de/10001228423
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Step interventions and market integration : tests in the US, UK, and Australian property markets
Wilson, Patrick James - In: The journal of real estate finance and economics 16 (1998) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10001235453
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Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond - In: Journal of banking & finance 19 (1995) 8, pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467