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Time varying prediction of UK asset returns

Liu, Jiang (contributor); Peng, Ke (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001959350

A spatial panel analysis of carbon emissions, economic growth and high-technology industry in China

Li, Li; Hong, Xuefei; Peng, Ke - In: Structural change and economic dynamics : SC+ED 49 (2019), pp. 83-92

Persistent link: https://www.econbiz.de/10012298488

Meltdown of 1987 and meteor showers among Pacific-Basin stock markets

Choudhry, Taufiq - In: Applied financial economics 10 (2000) 1, pp. 71-80

Persistent link: https://www.econbiz.de/10001525808

The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market

Choudhry, Taufiq - In: The European journal of finance 19 (2013) 9/10, pp. 964-977

Persistent link: https://www.econbiz.de/10010245643

Time-varying risk premium yield spread effect in term structure and global financial crisis : evidence from Europe

Choudhry, Taufiq - In: International review of financial analysis 48 (2016), pp. 303-311

Persistent link: https://www.econbiz.de/10011624526

Interest rate, price level, and the inflation rate : evidence from the UK during the gold standard regimes

Choudhry, Taufiq - In: The Manchester School 92 (2024) 1, pp. 20-39

Persistent link: https://www.econbiz.de/10014440945

Calendar effects, market conditions and the Adaptive Market Hypothesis : evidence from long-run US data

Urquhart, Andrew; McGroarty, Frank - In: International review of financial analysis 35 (2014), pp. 154-166

Persistent link: https://www.econbiz.de/10010529613

Are stock markets really efficient? : evidence of the adaptive market hypothesis

Urquhart, Andrew; McGroarty, Frank - In: International review of financial analysis 47 (2016), pp. 39-49

Persistent link: https://www.econbiz.de/10011624040

The Adaptive Market Hypothesis and Stock Return Predictability : Evidence from Major Stock Indices

Urquhart, Andrew - 2015

This study examines the adaptive market hypothesis of the S&P500, FTSE100, NIKKEI225 and EURO STOXX 50 by testing for stock return predictability using daily data from January 1990 to May 2014. We apply three bootstrapped versions of the variance ratio test to the raw stock returns and also...

Persistent link: https://www.econbiz.de/10013018018

Another visit to the Cagan model of money demand : the latest Russian experience

Choudhry, Taufiq - In: Journal of international money and finance 17 (1998) 2, pp. 355-376

Persistent link: https://www.econbiz.de/10001246601