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Mar 31 2014 Khaled GUESMI and Salma FATTOUM
  The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 04 2014 Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee
  Spillover Effects of Chinese Stock Markets
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Jan 06 2014 Alexander Ludwig
  What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration
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Sep 09 2012 Mohamed E AROURI , Fredj JAWADI and Duc K NGUYEN
  Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
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Aug 14 2012 Walid Chkili
  Is currency risk priced for emerging stock markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 23 2012 Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller
  Quantiles autocorrelation in stock markets returns
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May 20 2012 Aymen Belgacem and Amine Lahiani
  More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility
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Apr 24 2012 Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph
  Are the emerging bric stock markets efficient?
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Jan 29 2012 Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori
  A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis
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Nov 09 2011 Chia Ricky Chee-Jiun and Lim Shiok Ye
  Stock Market Anomalies in South Africa and its Neighbouring Countries
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Nov 09 2011 Chia Ricky Chee-Jiun and Lim Shiok Ye
  Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets
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Oct 24 2011 Ching-chin Chou and Show-lin Chen
  Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets
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Sep 12 2011 Khaled Guesmi
  What Drives the Regional Integration of Emerging Stock Markets?
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Jul 03 2011 Tran MANH Tuyen
  Modeling Volatility Using GARCH Models: Evidence from Vietnam
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Jun 22 2011 Rania Guirat
  Investor behavior heterogeneity in the French stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 05 2011 Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva
  Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis
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Apr 15 2011 Walid Chkili and Duc Khuong Nguyen
  Modeling the volatility of Mediterranean stock markets: a regime-switching approach
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Apr 02 2011 Fernanda G Barba and Paulo S Ceretta
  Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 25 2011 Mohamed el hédi Arouri and Fredj Jawadi
  Do on/off time series models reproduce emerging stock market comovements?
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Nov 11 2010 Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini
  Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence
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Nov 08 2010 Kamel malik Bensafta
  Non-stationary Variance and Volatility Causality
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Sep 28 2010 Qian Liu and Shigeyuki Hamori
  The efficiency of the Chinese stock market and the role of market liberalization
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Jul 16 2010 Dean Fantazzini
  Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 12 2010 Tho D.Q. Nguyen and Jian Wu
  Spillover impacts of the US macroeconomic news: Australian sectoral perspective
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May 21 2010 Marcia L. Zindel , Emilio Menezes , Raul Matsushita and Sergio Da Silva
  Biological characteristics modulating investor overconfidence
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Apr 08 2010 Shiok Ye Lim and Ricky Chee-Jiun Chia
  Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets
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Mar 25 2010 Arouri Mohamed El Hedi and Jawadi Fredj
  Short and long-term links between oil prices and stock markets in Europe
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Sep 24 2009 William Wai Him Tsang and Terence Tai Leung Chong
  Profitability of the On-Balance Volume Indicator
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 24 2009 Terence Tai-Leung Chong , Winnie S. C. Leung , Rita W. Y. Yip and Howard Z. Huang
  Is the Convergence of Accounting Standards Good for Stock Markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 03 2009 Arouri Mohamed el hédi and Fouquau Julien
  On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses
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Apr 14 2009 Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta
  Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 23 2009 Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew
  Is There Any International Diversification Benefits in ASEAN Stock Markets?
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Oct 14 2008 William Shambora and Shamila Jayasuriya
  The world is shrinking: Evidence for stock market convergence
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Oct 10 2008 Ching-Chun Wei
  The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China
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Oct 10 2008 Ching-Chun Wei
  Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets
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Aug 29 2008 Terence Tai-Leung Chong , Chen Li and Ho Tin Yu
  Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 31 2008 Chen Xiang LIU and Mohamed El Hedi AROURI
  Stock craze: an empirical analysis of PER in Chinese equity market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 21 2008 Terence Tai-Leung Chong and Sheung Tat Chan
  Structural Change in the Efficiency of the Japanese Stock Market after the Millennium
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 21 2008 Elif Akben , Gökhan Özertan and Aslýhan D. Spaulding
  Are the Asian Equity Markets more Interdependent after the Financial Crisis?
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Mar 07 2008 Venus Khim-Sen Liew , Ricky Chee-Jiun Chia and Syed Azizi Wafa Syed Khalid Wafa
  Day-of-the-week effects in Selected East Asian stock markets
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Sep 19 2007 Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu
  An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan
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Aug 02 2007 Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao
  Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
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Jun 15 2007 Yen-Hsien Lee and Chien-Liang Chiu
  The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 23 2005 Kian-Ping Lim and Melvin J. Hinich
  Cross-temporal universality of non-linear dependencies in Asian stock markets
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