High and low prices and the range in the European stock markets: A long-memory approach

High and Low Prices and the Range in the European Stock Markets: A Long-Memory Approach

10.2139/ssrn.3422233 ◽

2019 ◽

Author(s):

Guglielmo Maria Caporale ◽

Luis A. Gil-Alana ◽

Carlos Poza

Keyword(s):

Long Memory ◽

Stock Markets ◽

An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2018.12.001 ◽

2019 ◽

Vol 72 ◽

pp. 168-177 ◽

Cited By ~ 5

Author(s):

Walid Mensi ◽

Aviral Kumar Tiwari ◽

Khamis Hamed Al-Yahyaee

Keyword(s):

Long Memory ◽

Stock Markets ◽

Weak Form ◽

European Stock Markets ◽

Weak Form Efficiency

Long memory in stock returns: evidence from the major emerging Central European stock markets

Applied Economics Letters ◽

10.1080/13504850701663231 ◽

2009 ◽

Vol 16 (17) ◽

pp. 1763-1768 ◽

Cited By ~ 10

Author(s):

Saadet Kasman ◽

Evrim Turgutlu ◽

A. Duygu Ayhan

Keyword(s):

Stock Returns ◽

Long Memory ◽

Stock Markets ◽

Central European ◽

Does New York Stock Exchange Appreciate IFRS More than European Stock Markets? Evidences from Cross Listed Companies

10.2139/ssrn.2016688 ◽

2012 ◽

Cited By ~ 3

Author(s):

Maurizio Ricciardi

Keyword(s):

New York ◽

Stock Markets ◽

Stock Exchange ◽

Listed Companies ◽

New York Stock Exchange ◽

York Stock Exchange ◽

Volatility Spillovers Across European Stock Markets Around the Brexit Referendum

10.2139/ssrn.2882754 ◽

2016 ◽

Author(s):

Hong Li ◽

Thanaset Chevapatrakul

Keyword(s):

Stock Markets ◽

Volatility Spillovers ◽

Pricing Initial Public Offerings on 'New' European Stock Markets

10.2139/ssrn.314275 ◽

2002 ◽

Cited By ~ 9

Author(s):

Giancarlo Giudici ◽

Peter G. J. Roosenboom

Keyword(s):

Initial Public Offerings ◽

Stock Markets ◽

Public Offerings ◽

Finance in the Time of Coronavirus during 100 Days of Isolation: The Case of the European Stock Markets

10.2139/ssrn.3631517 ◽

2020 ◽

Author(s):

Nader Alber

Keyword(s):

Stock Markets ◽

Bank Privatisation in Central and Eastern Europe Through the View of the Western European Stock Markets

10.2139/ssrn.367883 ◽

2003 ◽

Author(s):

Plamen Georgiev Patev ◽

Katerina Lyroudi ◽

Nigokhos Krikorov Kanaryan

Keyword(s):

Eastern Europe ◽

Stock Markets ◽

Central And Eastern Europe ◽

Bank Privatisation ◽

Western European ◽

Do the US Macroeconomic News Announcements Explain Turn-of-the-Month and Intramonth Anomalies on European Stock Markets?

10.2139/ssrn.965643 ◽

2007 ◽

Cited By ~ 2

Author(s):

Jussi Nikkinen ◽

Petri Sahlström ◽

Janne Jaakko Äijö

Keyword(s):

Stock Markets ◽

Macroeconomic News ◽

News Announcements ◽

The Us ◽

Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis

Economic Modelling ◽

10.1016/j.econmod.2012.11.037 ◽

2013 ◽

Vol 31 ◽

pp. 265-275 ◽

Cited By ~ 11

Author(s):

Xiaoqiang Lin ◽

Fangyu Fei

Keyword(s):

Long Memory ◽

Stock Markets ◽

Multiscale Analysis ◽

Chinese Stock Markets ◽

Class Models