Printed from https://ideas.repec.org/s/dkn/ecomet.html
Content
Undated material is presented at the end, although it may be more recent than other items
2015
- fe_2015_15 The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors
by Ranjeeni, Kumari & Sharma, Susan Sunila - fe_2015_14 Intraday volatility interaction between the crude oil and equity markets
by Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar - fe_2015_13 Stock return forecasting: some new evidence
by Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar - fe_2015_12 Oil price and stock returns of consumers and producers of crude oil
by Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar - fe_2015_10 Testing for predictability in panels with general predictors
by Westerlund, Joakim & Karabiyik, Hande & Narayan, Paresh - fe_2015_09 Is exchange rate trading profitable?
by Narayan, Paresh Kumar & Mishra, Sagarika & Thuraisamy, Kannan - fe_2015_08 Has oil price predicted stock returns for over a century?
by Narayan, Paresh Kumar & Gupta, Rangan - fe_2015_06 New empirical evidence on the bid-ask spread
by Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema - fe_2015_05 A unit root model for trending time-series energy variables
by Narayan, Paresh Kumar & Liu, Ruipeng - fe_2015_04 Can governance quality predict stock market returns? New global evidence
by Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan - fe_2015_03 Does cash flow predict returns?
by Narayan, Paresh Kumar & Westerlund, Joakim - fe_2015_02 An analysis of sectoral equity and CDS spreads
by Narayan, Paresh Kumar - fe_2015_01 A GARCH model for testing market efficiency
by Narayan, Paresh Kumar & Liu, Ruipeng
2014
- fe_2014_16 Stock price comovement: evidence from India
by Mishra, Sagarika & Dhole, Sandip - fe_2014_15 A practical note on the determination of the number of factors using information criteria with data-driven penalty
by Westerlund, Joakim & Mishra, Sagarika - fe_2014_14 How profitable is the Indian stock market?
by Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P. - fe_2014_13 Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns
by Westerlund, Joakim & Narayan, Paresh - fe_2014_12 A factor analytical approach to the efficient futures market hypothesis
by Westerlund, Joakim & Norkute, Milda & Narayan, Paresh Kumar - 2014_11 Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange
by Paresh Kumar Narayan & Huson Ali Ahmed - fe_2014_11 Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange
by Narayan, Paresh & Ali Ahmed, Huson - fe_2014_10 A random coefficient approach to the predictability of stock returns in panels
by Westerlund, Joakim & Narayan, Paresh - fe_2014_09 Do oil prices predict economic growth? New global evidence
by Narayan, Paresh Kumar & Sharma, Susan Sunila & Poon, Wai Ching & Westerlund, Joakim - fe_2014_08 An analysis of price discovery from panel data models of CDS and equity returns
by Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan - fe_2014_07 On the importance of the first observation in GLS detrending in unit root testing
by Westerlund, J. - fe_2014_06 Pooled panel unit root tests and the effect of past initialization
by Westerlund, Joakim - fe_2014_05 The local power of the CADF and CIPS panel unit root tests
by Westerlund, Joakim & Hosseinkouchack, Mehdi & Solberger, Martin - fe_2014_03 On the asymptotic distribution of the DF-GLS test statistic
by Westerlund, Joakim - fe_2014_02 Heteroskedasticity robust panel unit root tests
by Westerlund, Joakim - fe_2014_01 Testing for predictability in conditionally heteroskedastic stock returns
by Westerlund, Joakim & Narayan, Paresh
2013
- fe_2013_06 Determinants of stock price bubbles
by Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan Sunila & Liu, Ruipeng - fe_2013_05 Least squares learning and the US treasury bill rate
by Mishra, Sagarika & Dhole, Sandip - fe_2013_04 Intra-market sovereign linkages of Latin American international bonds
by Thuraisamy, Kannan - fe_2013_03 Does tourism predict macroeconomic performance in Pacific Island countries?
by Narayan, P. K. & Sharma, S. & Bannigidadmath, D. - fe_2013_02 An analysis of commodity markets: what gain for investors?
by Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila
2012
- fe_2012_10 State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth
by Higgins, Matthew L. & Mishra, Sagarika - fe_2012_09 Do agents learn by least squares? The evidence provided by changes in monetary policy
by Mishra, Sagarika - fe_2012_08 Conditional spread determinants for emerging sovereign debt
by Riedel, Christoph & Thuraisamy, Kannan S. & Wagner, Niklas - fe_2012_07 The relationship between Asian equity and commodity futures markets
by Thuraisamy, Kannan & Sharma, Susan S. & Ahmed, Huson Ali - 2012_05 Expectations of future income and real exchange rate movements
by Aziz Hayat & Bahodir Ganiev & Xueli Tang - fe_2012_05 Expectations of future income and real exchange rate movements
by Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli - 2012_04 Comparison of estimators of the Weibull Distribution
by Muhammad Akram & Aziz Hayat - 2012_03 Modelling the Sovereign Linkages of Key Latin American Economies
by Kannan Thuraisamy & Gerard Gannon - fe_2012_03 Modelling the Sovereign Linkages of Key Latin American Economies
by Thuraisamy, Kannan & Gannon, Gerard - 2012_02 Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies
by Susan S Sharma & Kannan Thuraisamy - fe_2012_02 Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies
by Sharma, Susan & Thuraisamy, Sivananthan - 2012_01 Does the choice of estimator matter when forecasting returns?
by Joakim Westerlund & Paresh K Narayan - fe_2012_01 Does the choice of estimator matter when forecasting returns?
by Westerlund, Joakim & Narayan, Paresh
2011
- 2011_14 Investment and oil price volatility
by Paresh Kumar Narayan & Susan Sunila Sharma - fe_2011_14 Investment and oil price volatility
by Narayan, Paresh Kumar & Sharma, Susan Sunila - 2011_13 Did the US macroeconomic conditions affect Asian stock markets?
by Seema Narayan & Paresh Kumar Narayan - fe_2011_13 Did the US macroeconomic conditions affect Asian stock markets?
by Narayan, Seema & Narayan, Paresh Kumar - 2011_12 Firm heterogeneity and calendar anomalies
by Susan Sunila Sharma & Paresh Kumar Narayan - fe_2011_12 Firm heterogeneity and calendar anomalies
by Sharma, Susan Sunila & Narayan, Paresh Kumar - 2011_11 Some hypothesis on commonality in liquidity: New evidence from the Chinese stock market
by Paresh Kumar Narayan & Xinwei Zheng & Zhichao Zhang - fe_2011_11 Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market
by Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei - 2011_10 Has the structural break slowed down growth rates of stock markets?
by Paresh Kumar Narayan & Seema Narayan - 2011_09 Asymmetric information and market collapse: Evidence from the Chinese Market
by Paresh Kumar Narayan & Xinwei Zheng - fe_2011_09 Asymmetric information and market collapse: evidence from the Chinese market
by Narayan, Paresh Kumar & Zheng, Xinwei - fe_2011_08 The efficient market hypothesis re-visited: new evidence from 100 US firms
by Liu, Ruipeng & Narayan, Paresh - 2011_07 Size and power properties of structural break unit root tests
by Paresh Kumar Narayan & Stephan Popp - fe_2011_07 Size and power properties of structural break unit root tests
by Narayan, Paresh Kumar & Popp, Stephan - 2011_06 The inflation-output nexus:empirical evidence from India, Brazil and South Africa
by Paresh Kumar Narayan & Seema Narayan - 2011_05 The importance of real and nominal shocks on the UK housing market
by Paresh Kumar Narayan & Seema Narayan - fe_2011_05 The importance of real and nominal shocks on the UK housing market
by Narayan, Paresh Kumar & Narayan, Seema - 2011_03 Has political instability contributed to price clustering on Fiji's stock market?
by Paresh Kumar Narayan & Russell Smyth - fe_2011_03 Has political instability contributed to price clustering on Fiji's stock market?
by Narayan, Paresh Kumar & Smyth, Russell - 2011_02 An analysis of firm and market volatility
by Susan Sunila Sharma & Paresh Kumar Narayan & Xinwei Zheng - 2011_01 The January and turn-of-the-month effect on firm returns and return volatility
by Susan Sunila Sharma & Paresh Kumar Narayan - fe_2011_01 The January and turn-of-the-month effect on firm returns and return volatility
by Sharma, Susan Sunila & Narayan, Paresh Kumar
Undated
- 2015_15 The impact of the Lehman Brothers’ Bankruptcy on the Performance of Chinese Sectors
by Kumari Ranjeeni & Susan S Sharma - 2015_14 Intraday Volatility Interaction between the Crude Oil and Equity Markets
by Dinh H B Phan & Susan S Sharma & Paresh K Narayan - 2015_13 Stock Return Forecasting: Some New Evidence
by Dinh H B Phan & Susan S Sharma & Paresh K Narayan - 2015_12 Oil Price and Stock Returns of Consumers and Producers of Crude Oil
by Dinh H B Phan & Susan S Sharma & Paresh K Narayan - 2015_11 Testing For Stock Return Predictability In A Large Chinese Panel
by Joakim Westerlund & Paresh K Narayan & Xinwei Zheng - 2015_10 Testing for Predictability in Panels with General Predictors
by Joakim Westerlund & Hande Karabiyik & Paresh K Narayan - 2015_09 Is Exchange Rate Trading Profitable?
by Paresh K Narayan & Sagarika Mishra & Kannan Thuraisamy - 2015_08 Has Oil Price Predicted Stock returns for Over a Century?
by Paresh K Narayan & Rangan Gupta - 2015_07 Are Indian Stock Returns Predictable?
by Deepa & Paresh K Narayan - 2015_06 New Empirical Evidence on the Bid-Ask Spread
by Paresh K Narayan & Sagarika Mishra & Seema Narayan - 2015_05 A Unit Root Model for Trending Time-series Energy Variables
by Paresh K Narayan & Ruipeng Liu - 2015_04 Can Governance Quality Predict Stock Market Returns? New Global Evidence
by Paresh K Narayan & Susan S Sharma & Kannan Thuraisamy - 2015_03 Does Cash Flow Predict Returns?
by Paresh K Narayan & Joakim Westerlund - 2015_02 An Analysis of Sectoral Equity and CDS Spreads
by Paresh K Narayan - 2015_01 A GARCH Model for Testing Market Efficiency
by Paresh K Narayan & Ruipeng Liu - 2014_16 Stock Price Comovement: Evidence from India
by Sagarika Mishra & Sandip Dhole - 2014_15 A Practical Note on the Determination of the Number of Factors Using Information Criteria with Data-Driven Penalty
by Joakim Westerlund & Sagarika Mishra - 2014_14 How Profitable is the Indian Stock Market?
by Paresh Kumar Narayan & Huson Ali Ahmed & Susan S Sharma & KP Prabheesh - 2014_13 Testing for Predictability in Panels of Small Time Series Dimensions with an Application to Chinese Stock returns
by Joakim Westerlund & Paresh Kumar Narayan - 2014_12 A Factor Analytical Approach to the Efficient Futures Market Hypothesis
by Joakim Westerlund & Milda Norkute & Paresh K Narayan - 2014_10 A Random Coefficient Approach to the Predictability of Stock Returns in Panels
by Joakim Westerlund - 2014_09 Do Oil Prices Predict Economic Growth? New Global Evidence
by Paresh Kumar Narayan & Susan S Sharma - 2014_08 An Analysis of Price Discovery from Panel Data Models of CDS and Equity Returns
by Paresh Kumar Narayan & Susan S Sharma & Kannan Thuraisamy - 2014_07 On the Importance of the First Observation in GLS Detrending in Unit Root Testing
by Joakim Westerlund - 2014_06 Pooled Panel Unit Root Tests and the Effect of Past Initialization
by Joakim Westerlund - 2014_05 The Local Power of the CADF and CIPS Panel Unit Root Tests
by Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger - 2014_04 Testing Slope Homogeneity in Large Panels with Serial Correlation
by Johan Blomquist & JoakimWesterlund - 2014_03 On the Asymptotic Distribution of the DF�GLS Test Statistic
by Joakim Westerlund - 2014_02 Heteroskedasticity Robust Panel Unit Root tests
by Joakim Westerlund - 2014_01 Testing for Predictability in Conditionally Heteroskedastic Stock Returns
by Joakim Westerlund & Paresh Kumar Narayan - 2013_06 Determinants of Stock Price Bubbles
by Paresh Kumar Narayan & Sagarika Mishra - 2013_05 Least Squares Learning and the US Treasury Bill Rate
by Sagarika Mishra & Sandeep Dhole - 2013_04 Intra-market Sovereign Linkages of Latin American International Bonds
by Kannan Thuraisamy - 2013_03 Does Tourism Predict Macroeconomic Performance in Pacific Island Countries?
by Paresh Kumar Narayan & Susan S Sharma & Deepa Bannigidadmath - 2013_02 An analysis of commodity markets: What gain for investors?
by Paresh Kumar Narayan & Seema Narayan & Susan S Sharma - 2013_01 Further Evidence on the Importance of Analysts’ Cash Flow Forecasts
by Sandip Dhole & Sagarika Mishra & Ananda M Pal - 2012_11 Executive Compensation and Regulation Imposed Corporate Governance: Evidence from the California Non-Profit Integrity Act (2004)
by Sandip Dhole & Saleha B Khumawala & Sagarika Mishra & Tharindra Ranasinghe - 2012_10 State Dependent Asymmetric Loss and the Consensus Forecast of Real U.S. GDP Growth
by Matthew L Higgins & Sagarika Mishra - 2012_09 Do Agents Learn by Least Squares? The Evidence Provided by Changes in Monetary Policy
by Sagarika Mishra - 2012_08 Conditional Spread Determinants for Emerging Sovereign Debt
by Christoph Riedel & Kannan Thuraisamy & Niklas Wagner - 2012_07 The relationship between Asian equity and commodity futures markets
by Kannan Thuraisamy & Susan S Sharma & Huson A Ahmed - 2012_06 Benchmark for Earnings Performance: Management Forecasts versus Analysts’ Forecasts
by Sandip Dhole & Sagarika Mishra & K. Sivaramakrishnan - 2011_08 The efficient market hypothesis re-visited: new evidence from 100 US firms
by Ruipeng Liu & Paresh Kumar Narayan