Similar Search Results

Electricity intensity across Chinese provinces : new evidence on convergence and threshold effects

Herrerias, Maria Jesus; Liu, Guy Shaojia - In: Energy economics 36 (2013), pp. 268-276

Persistent link: https://www.econbiz.de/10009724703

Predicting exchange rate returns

Narayan, Paresh Kumar; Sharma, Susan Sunila; Dinh Hoang … - In: Emerging markets review 42 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012414387

Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach

Wang, Lu; Ma, Feng; Liu, Guoshan; Lang, Qiaoqi - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 2056-2073

Persistent link: https://www.econbiz.de/10014253654

Does the day of the week effect exist once transaction costs have been accounted for? : Evidence from the UK

Gregoriou, Andros; Kontonikas, A.; Tsitsianis, N. - In: Applied financial economics 14 (2004) 3, pp. 215-220

Persistent link: https://www.econbiz.de/10001915548

The impact of government expenditure on growth : empirical evidence from a heterogeneous panel

Gregoriou, Andros; Ghosh, Sugata - In: Bulletin of economic research 61 (2009) 1, pp. 95-102

Persistent link: https://www.econbiz.de/10003800459

Euro area inflation differentials : unit roots, structural breaks and non-linear adjustment

Gregoriou, Andros (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003519824

The composition of government spending and growth : is current or capital spending better?

Ghosh, Sugata; Gregoriou, Andros - In: Oxford economic papers 60 (2008) 3, pp. 484-516

Persistent link: https://www.econbiz.de/10003738714

Calculating and comparing security returns is harder than you think : a comparison between logarithmic and simple returns

Hudson, Robert; Gregoriou, Andros - In: International review of financial analysis 38 (2015), pp. 151-162

Persistent link: https://www.econbiz.de/10011337618

Market efficiency and the basis in the European Union Emissions Trading Scheme : new evidence from non linear mean reverting unit root tests

Gregoriou, Andros; Healy, Jerome; Savvides, Nicola - In: Journal of economic studies 41 (2014) 4, pp. 315-638

Persistent link: https://www.econbiz.de/10011338463

Calculating and Comparing Security Returns is Harder than you Think : A Comparison between Logarithmic and Simple Returns

Hudson, Robert - 2013

We show that there are some troubling differences between mean returns calculated using logarithmic returns and those calculated using simple returns. The mean of a set of returns calculated using logarithmic returns is less than the mean calculated using simple returns by an amount related to...

Persistent link: https://www.econbiz.de/10013095133