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Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures

Assaf, Ata; Kristoufek, Ladislav; Demir, Ender; Mitra, … - In: Journal of international financial markets, … 71 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012800052

Long memory in international equity markets : revisited

Assaf, Ata - In: Applied financial economics letters 4 (2008) 4/6, pp. 433-437

Persistent link: https://www.econbiz.de/10003808314

Nonstationarity in real exchange rates using unit root tests with a level shift at unknown tim

Assaf, Ata - In: International review of economics & finance : IREF 17 (2008) 2, pp. 269-278

Persistent link: https://www.econbiz.de/10003749755

The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets

Assaf, Ata - In: Journal of mathematical finance 7 (2017) 2, pp. 491-512

Persistent link: https://www.econbiz.de/10011674013

Testing for bubbles in the art markets : an empirical investigation

Assaf, Ata - In: Economic modelling 68 (2018), pp. 340-355

Persistent link: https://www.econbiz.de/10011935384

Wavelets based multiscale analysis of select global equity returns

Bhandari, Avishek - In: Theoretical and applied economics : GAER review 24 (2017) 4, pp. 75-88

Persistent link: https://www.econbiz.de/10011795200

Rescaled variance analysis of real exchange rates

Assaf, Ata - In: Applied economics letters 11 (2004) 5, pp. 303-306

Persistent link: https://www.econbiz.de/10002032980

Social capital and capital allocation efficiency

Bhandari, Avishek; Bhuyan, Md Nazmul Hasan - In: Journal of business finance & accounting : JBFA 50 (2023) 7/8, pp. 1439-1466

Persistent link: https://www.econbiz.de/10014362788

Social Capital and Capital Allocation Efficiency

Bhandari, Avishek; Bhuyan, Md Nazmul Hasan - 2022

Based on the social norms and structural theories of social capital, this study examines the relationship between community social capital and the firms’ capital allocation efficiency. We hypothesize and find that the community social capital of a firm’s headquarter area has a negative and...

Persistent link: https://www.econbiz.de/10014238960

Friendly boards and capital allocation efficiency

Bhandari, Avishek; Bhuyan, Md Nazmul Hasan; Subedi, Meena - In: Accounting and finance 64 (2024) 3, pp. 2845-2869

Persistent link: https://www.econbiz.de/10015164580