Cross-listing, price discovery and the informativeness of the trading process [PDF]
, 2001 This paper analyzes the price discovery process of a set of Spanish stocks cross-listed at the NYSE. Our methodology distinguishes between two sources of information asymmetries.
Climent, Francisco +2 more
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Money laundry and financial development [PDF]
This study is the novel in analyzing the relationship between money laundry and financial development and also the contribution of financial development in promoting for the occurrence of illegal transactions originated from domestic or foreignmarket ...
Buscemi, Antonino, Yallwe, Alem Hagos
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Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency [PDF]
This paper examines the performance of a general dynamic equity indexing strategy based on cointegration, from a market efficiency perspective. A consistent return in excess of the benchmark is demonstrated over different time horizons and in different ...
Anca Dimitriu, Carol Alexander
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Are oil, gold and the euro inter-related? time series and neural network analysis [PDF]
This paper investigates inter-relationships among the price behavior of oil, gold and the euro using time series and neural network methodologies. Traditionally gold is a leading indicator of future inflation.
Malliaris, A.G., Malliaris, Mary
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A Neural Learning Approach for a Data-Driven Nonlinear Error Correction Model. [PDF]
Comput Intell Neurosci, 2023 Fang X, Yang N.
europepmc +1 more source
The Integration Order of Vector Autoregressive Processes [PDF]
We show that the order of integration of a vector autoregressive process is equal to the difference between the multiplicity of the unit root in the characteristic equation and the multiplicity of the unit root in the adjoint matrix polynomial.
Massimo Franchi
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Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration [PDF]
This paper employs a nonparametric test to investigate nonlinearity in the long-run equilibrium relationship between GCC stock markets returns. The results in the paper show strong evidence of bivariate and multivariate cointegration between five of GCC ...
Onour, Ibrahim
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What is Hidden, in the Hidden Economy of Pakistan? Size, Causes, Issues and Implications [PDF]
There is a worldwide contemporary debate about the role of the hidden economy in achieving the goal of sustained and inclusive economic growth and development, especially in the context of its spillover effects on the formal economy.
Gulzar, Ahmed +2 more
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The hidden carbon impact of animal disease. [PDF]
PLoS One, 2023 Soliman T, Barnes A, Helgesen IS.
europepmc +1 more source
Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence [PDF]
This paper addresses the question of macroeconomic integration in the Asian Pacific region. Economically, the analysis is based on the notions of stochastic long-run convergence and business cycle coherence.
Enzo Weber
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