SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The financial econometrics of price discovery and predictability · Study

ArticleShelves

ArticleThe financial econometrics of price discovery and predictability

Seema Narayan2015

Article2015

The financial econometrics of price discovery and predictability

Seema Narayan · Russell Smyth

34 citations·0/0 files stored·International Review of Financial Analysis

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 34 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 2001Bounds testing approaches to the analysis of level relationships 1988Statistical analysis of cointegration vectors 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*2003Testing for unit roots in heterogeneous panels 1970Efficient Capital Markets: A Review of Theory and Empirical Work 2002Unit root tests in panel data: asymptotic and finite-sample properties 1980Macroeconomics and Reality

Cited by

2019Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid‐Ask Spread?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Robust Econometric Inference for Stock Return Predictabilityarticle · 26 shared references 2010Predictability of Returns and Cash Flowsreport · 24 shared references 2013Forecasting Stock Returnschapter · 23 shared references 2010International stock return predictability under model uncertaintyarticle · 23 shared references 2013Advances in Forecasting under Instabilitychapter · 22 shared references 2011Predictability of Returns and Cash Flowsreview · 20 shared references

Details

Year2015

Typearticle

Published2015-09-12

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.irfa.2015.09.003

openalex_workW1595482313

Links

Imported from OpenAlex (CC0) — nothing here is generated.