| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series |
0 |
0 |
0 |
12 |
0 |
0 |
6 |
71 |
| ACCRUALS AND MOMENTUM |
0 |
0 |
0 |
9 |
0 |
1 |
12 |
56 |
| An empirical investigation on the time-series behavior of the U.S.-China trade deficit |
0 |
0 |
0 |
37 |
0 |
1 |
10 |
166 |
| An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan |
0 |
0 |
0 |
37 |
0 |
1 |
13 |
606 |
| Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test |
0 |
0 |
1 |
250 |
0 |
1 |
13 |
628 |
| Are the U.S. Exports to and Imports from Japan Cointegrated? |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
71 |
| Are there rational bubbles in foreign exchange markets? Evidence from an alternative test |
0 |
0 |
0 |
94 |
0 |
0 |
12 |
239 |
| Asymmetry in forward exchange rate bias: A puzzling result |
0 |
0 |
0 |
50 |
1 |
1 |
5 |
181 |
| Bond and stock market response to unexpected dividend changes |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
197 |
| Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test |
0 |
0 |
0 |
36 |
0 |
1 |
6 |
143 |
| Changes in Corporate Social Responsibility and Stock Performance |
0 |
0 |
6 |
33 |
2 |
4 |
24 |
95 |
| Currency devaluation and stock market response: An empirical analysis |
1 |
1 |
3 |
174 |
2 |
3 |
35 |
1,046 |
| Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields |
0 |
0 |
1 |
151 |
1 |
1 |
11 |
532 |
| EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS |
0 |
1 |
1 |
11 |
4 |
9 |
21 |
72 |
| EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? |
0 |
0 |
0 |
0 |
1 |
7 |
45 |
743 |
| Economic policy uncertainty and momentum |
0 |
0 |
2 |
9 |
0 |
1 |
15 |
66 |
| Effective fair pricing of international mutual funds |
0 |
0 |
0 |
32 |
0 |
2 |
11 |
177 |
| Endogenous growth and the welfare costs of inflation: a reconsideration |
0 |
0 |
0 |
98 |
0 |
0 |
15 |
219 |
| Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries |
0 |
0 |
1 |
34 |
1 |
1 |
15 |
137 |
| Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect |
0 |
0 |
3 |
34 |
4 |
6 |
26 |
172 |
| Explaining exchange rate risk in world stock markets: A panel approach |
0 |
0 |
0 |
78 |
0 |
0 |
7 |
245 |
| Fixed Investment and Economic Growth in China |
0 |
0 |
0 |
218 |
0 |
1 |
6 |
731 |
| Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis |
0 |
0 |
0 |
85 |
1 |
1 |
12 |
302 |
| Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang |
0 |
0 |
0 |
17 |
1 |
5 |
18 |
90 |
| Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data |
0 |
0 |
0 |
23 |
1 |
1 |
13 |
108 |
| Hysteresis in Unemployment: Evidence from 48 U.S. States |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
218 |
| Hysteresis in unemployment: Evidence from OECD countries |
0 |
0 |
0 |
91 |
0 |
4 |
14 |
245 |
| Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies |
0 |
1 |
7 |
257 |
4 |
13 |
46 |
839 |
| Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries |
0 |
2 |
3 |
255 |
0 |
3 |
9 |
790 |
| Momentum and mean reversion across national equity markets |
0 |
1 |
2 |
259 |
2 |
5 |
35 |
874 |
| Momentum trading, mean reversal and overreaction in Chinese stock market |
0 |
0 |
1 |
40 |
0 |
1 |
15 |
193 |
| Monopolistic competition, increasing returns to scale, and the welfare costs of inflation |
0 |
0 |
1 |
58 |
0 |
0 |
9 |
263 |
| Nonlinear prediction of exchange rates with monetary fundamentals |
0 |
0 |
1 |
93 |
0 |
0 |
13 |
345 |
| On the size and power of normalized autocorrelation coefficients |
0 |
0 |
0 |
70 |
0 |
1 |
13 |
591 |
| On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example |
0 |
0 |
0 |
100 |
2 |
4 |
9 |
664 |
| Optimal portfolio choice for investors with industry-specific labor income risks |
0 |
0 |
3 |
11 |
0 |
1 |
8 |
56 |
| Optimal portfolio choice with asset return predictability and nontradable labor income |
1 |
1 |
1 |
23 |
1 |
1 |
12 |
93 |
| Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration |
0 |
0 |
0 |
14 |
0 |
1 |
11 |
189 |
| Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities |
0 |
0 |
0 |
6 |
0 |
0 |
10 |
36 |
| Predictability of short-horizon returns in international equity markets |
0 |
0 |
0 |
36 |
0 |
0 |
13 |
144 |
| Random walk versus breaking trend in stock prices: Evidence from emerging markets |
0 |
0 |
1 |
283 |
0 |
0 |
7 |
779 |
| Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
636 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
0 |
168 |
0 |
2 |
17 |
662 |
| Risk adjustment and momentum sources |
0 |
0 |
0 |
61 |
0 |
1 |
10 |
232 |
| Sovereign debt ratings and stock liquidity around the World |
0 |
0 |
0 |
13 |
1 |
1 |
10 |
89 |
| THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
21 |
| The Effects of Inflation on the Number of Firms and Firm Size |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
603 |
| The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns |
0 |
0 |
0 |
21 |
0 |
0 |
14 |
148 |
| The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis |
0 |
0 |
0 |
29 |
0 |
1 |
7 |
119 |
| The information content of the term structure of risk-neutral skewness |
0 |
0 |
1 |
23 |
2 |
6 |
26 |
87 |
| The trend behavior of real exchange rates: Evidence from OECD countries |
0 |
0 |
0 |
13 |
0 |
1 |
7 |
73 |
| Understanding Spot and Forward Exchange Rate Regressions |
0 |
0 |
0 |
616 |
0 |
2 |
25 |
3,247 |
| Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply |
0 |
0 |
0 |
18 |
0 |
1 |
11 |
179 |
| Total Journal Articles |
2 |
7 |
39 |
4,128 |
32 |
101 |
758 |
19,508 |
LogEc is hosted by the
Örebro University School of Business.