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~person:"Caporale, Guglielmo Maria"
~subject:"Effizienzmarkthypothese"
~type_genre:"Graue Literatur"
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Effizienzmarkthypothese
Estimation
66
Schätzung
66
Time series analysis
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Zeitreihenanalyse
48
Börsenkurs
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Cointegration
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Kointegration
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Share price
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Theory
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fractional integration
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Caporale, Guglielmo Maria
Kirchler, Michael
11
Gautier, Pieter
10
Gil-Alaña, Luis A.
10
Huber, Jürgen
8
Plastun, Alex
8
Albrecht, James W.
5
Cai, Xiaoming
5
Holzner, Christian
5
Reade, J. James
5
Vroman, Susan B.
5
Wisniewski, Tomasz Piotr
5
Bottazzi, Giulio
4
Corgnet, Brice
4
DeSantis, Mark
4
Dindo, Pietro
4
Franzoni, Francesco
4
Germain, Laurent
4
Gomis-Porqueras, Pedro
4
Hanke, Michael
4
Julien, Benoît
4
Lagos, Ricardo
4
Martin, Philippe J.
4
Møllgaard, H. Peter
4
O'Grady, Barry
4
Pesaran, M. Hashem
4
Rey, Hélène
4
Rocheteau, Guillaume
4
Rousseau, Fabrice
4
Stöckl, Thomas
4
Wang, Liang
4
Zhang, Lu
4
Amir, Rabah
3
Arnold, Lutz
3
Bartram, Söhnke M.
3
Białkowski, Je̜drzej
3
Bindseil, Ulrich
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Brown, Alasdair
3
Cantillon, Estelle
3
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Economics and finance working paper series
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Department of Economics working papers
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ECONIS (ZBW)
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1
The day of the week effect in the crypto currency market
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2017
Persistent link: https://www.econbiz.de/10011893394
Saved in:
2
Is there a Friday effect in financial markets?
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2017
Persistent link: https://www.econbiz.de/10011631091
Saved in:
3
Price gaps : another market anomaly?
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2016
Persistent link: https://www.econbiz.de/10011539676
Saved in:
4
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
5
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
6
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
7
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
8
The weekend effect : a trading robot and fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010364554
Saved in:
9
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010348409
Saved in:
10
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
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