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- 2016
-
Mark
Are Islamic Stock Returns Predictable? A Global Perspective
(
- Contribution to journal › Article
- 2015
-
Mark
A sequential purchasing power parity test for panels of large cross- sections and implications for investors
(
- Contribution to journal › Article
-
Mark
A Factor Analytical Approach to the Efficient Futures Market Hypothesis
(
- Contribution to journal › Article
-
Mark
A Factor Analytical Approach to Price Discovery
2015) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Do order imbalances predict Chinese stock returns? New evidence from intraday data
(
- Contribution to journal › Article
-
Mark
Testing for stock return predictability in a large Chinese panel
(
- Contribution to journal › Article
- 2014
-
Mark
A Random Coefficient Approach to the Predictability of Stock Returns in Panels
2014) In Journal of Financial Econometrics(
- Contribution to journal › Article
-
Mark
Panel versus GARCH Information in Unit Root Testing with an Application to Financial Markets
(
- Contribution to journal › Article
-
Mark
Does Cash Flow Predict Returns?
(
- Contribution to journal › Article
-
Mark
Testing for Predictability in Conditionally Heteroskedastic Stock Returns
2014) In Journal of Financial Econometrics(
- Contribution to journal › Article