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Investment horizon heterogeneity and wavelet: Overview and further research directions
16 references·2 citing·46 second hop
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References

  • 2003Towards a Methodology for Developing Evidence‐Informed Management Knowledge by Means of Systematic Review15,354 cited
  • 1977INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION4,056 cited
  • 2005Trusting the Stock Market2,242 cited
  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
  • 1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics983 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 1997Volatilities of different time resolutions — Analyzing the dynamics of market components745 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy590 cited
  • 2006Leverage and Volatility Feedback Effects in High-Frequency Data439 cited
  • 1992Chaos and order in the capital markets: a new view of cycles, prices, and market volatility423 cited
  • 2007A GUIDE TO WAVELETS FOR ECONOMISTS*422 cited
  • 2004Multiscale systematic risk316 cited
  • 1995Fractals and Intrinsic Time - a Challenge to Econometricians258 cited
  • 2013Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis239 cited
  • 1989The relation between the return interval and betas

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234 cited
  • 2011Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets218 cited
  • Cited by

    • 2020A time–frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets78 cited
    • 2020On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons22 cited