Accepting non-linearities as an endemic feature of financial data, this paper re-examines Cochrane"s "new fact in finance" hypothesis (Cochrane, Economic Perspectives-FRB of Chicago 23, 36–58, 1999). By implementing two methods, frequently encountered in digital signal processing analysis,...

The objective of this paper is to contribute to the understanding of the linear and non-linear causal linkages between total energy consumption and economic activity, making use of annual time series of Greece for the period 1960-2008. Two are the salient features of our study: first, the total...

This paper contributes to the understanding of the non-linear causal linkage between investors' sentiment dynamics and stock returns for the US economy. Employing the sentiment index developed by Baker and Wurgler (J. Econ. Perspect. 16: 129-151, 2007) and within a non-linear causality...

In this paper we try to model the adoption pattern of mobile telecommunication services into the Greek market for the period from 1993 to 2005. Two separate sigmoid curves, the Gompertz and the Logistic, are fitted to the observed number of subscribers by means of non-linear least squares. The...

This paper contributes to the understanding of the non-linear causal linkage between investors' sentiment dynamics and stock returns for the US economy. Employing the sentiment index developed by Baker and Wurgler (J. Econ. Perspect. 16: 129-151, 2007) and within a non-linear causality...

The objective of this paper is to contribute to the understanding of the linear and non-linear causal linkages between total energy consumption and economic activity, making use of annual time series of Greece for the period 1960-2008. Two are the salient features of our study: first, the total...

This paper contributes to the understanding of the non-linear causal linkage between investors' sentiment dynamics and stock returns for the US economy. Employing the sentiment index developed by Baker and Wurgler (J. Econ. Perspect. 16: 129-151, 2007) and within a non-linear causality...

We examine whether the information contained in social media (Twitter & Facebook) and web search queries (Google) influences financial markets. Using a multivariate system and focussing on Eurozone’s peripheral countries, the GIIPS (Greece, Ireland, Italy, Portugal and Spain), we show that...