Search Results

Information transmission between Islamic stock indices in South East Asia

Authors: Rahim, Fahmi Abdul; Ahmad, Noryati; Ahmad, Ismail

Source: International Journal of Islamic and Middle Eastern Finance and Management, Volume 2, Number 1, 2009 , pp. 7-19(13)

Publisher: Emerald Group Publishing Limited

Impossibility of Collusion under Imperfect Monitoring with Flexible Production

Authors: Sannikov, Yuliy; Skrzypacz, Andrzej

Source: The American Economic Review, Volume 97, Number 5, December 2007 , pp. 1794-1823(30)

Publisher: American Economic Association

Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property

Authors: Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine.

Source: Review of Quantitative Finance and Accounting, Volume 26, Number 2, March 2006 , pp. 137-163(27)

Publisher: Springer

ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS

Authors: Chen, CathyW.S.; So, MikeK.P.; Gerlach, RichardH.

Source: Australian & New Zealand Journal of Statistics, Volume 47, Number 4, December 2005 , pp. 473-488(16)

Publisher: Blackwell Publishing

Multiple time scales in volatility and leverage correlations: a stochastic volatility model

Authors: Josep Perelló; Jaume Masoliver; Jean-Philippe Bouchaud

Source: Applied Mathematical Finance, Volume 11, Number 1, March 2004 , pp. 27-50(24)

Publisher: Routledge, part of the Taylor & Francis Group

Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon

Authors: Nam K.; Pyun C.S.; Kim S.-W.

Source: Journal of International Financial Markets, Institutions & Money, Volume 13, Number 5, December 2003 , pp. 481-502(22)

Publisher: Elsevier

Estimating Systematic Risk Using Time Varying Distributions

Authors: Koutmos, Gregory; Knif, Johan

Source: European Financial Management, Volume 8, Number 1, March 2002 , pp. 59-73(15)

Publisher: Blackwell Publishing

Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach

Authors: Nam K.; Pyun C.S.; Arize A.C.

Source: Journal of Empirical Finance, Volume 9, Number 5, December 2002 , pp. 563-588(26)

Publisher: Elsevier

Aggregation, Persistence and Volatility in a Macro Model

Authors: Abadir K.; Talmain G.

Source: The Review of Economic Studies, Volume 69, Number 4, October 2002 , pp. 749-779(31)

Publisher: Blackwell Publishing

Asymmetric long memory GARCH in exchange return

Author: Hwang Y.

Source: Economics Letters, Volume 73, Number 1, October 2001 , pp. 1-5(5)

Publisher: Elsevier

Convenience yield, mean reverting prices, and long memory in the petroleum market

Author: Mazaheri A.

Source: Applied Financial Economics, Volume 9, Number 1, 1 February 1999 , pp. 31-50(20)

Publisher: Routledge, part of the Taylor & Francis Group