Publications | Lund University Publications

61 – 70 of 135

show: 10
|
sort: year (new to old)

News feed Embed this list Save this search Mark all Export

Cancel

Embed this list

copy and paste the html snippet below into your own page:

<iframe src="https://lup.lub.lu.se/search/publication?embed=1&q=author+exact+%22nek-jwe%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

« previous
1
…
6
7
8
9
…
14
next »

2016
Mark On the Estimation and Testing of Predictive Panel Regressions
Karabiyik, Hande ^LU ; Westerlund, Joakim ^LU and Narayan, Paresh Kumar (2016) In Journal of International Financial Markets, Institutions, and Money 45. p.115-125
- Contribution to journal › Article
Mark Panel bootstrap tests of slope homogeneity
Blomquist, Johan ^LU and Westerlund, Joakim ^LU (2016) In Empirical Economics 50(4). p.1359-1381
- Contribution to journal › Article
2015
Mark Do order imbalances predict Chinese stock returns? New evidence from intraday data
Narayan, Paresh Kumar ; Narayan, Seema and Westerlund, Joakim ^LU (2015) In Pacific-Basin Finance Journal 34. p.136-151
- Contribution to journal › Article
Mark A sequential purchasing power parity test for panels of large cross- sections and implications for investors
Westerlund, Joakim ^LU and Narayan, Paresh (2015) In European Journal of Finance 21(15). p.1317-1333
- Contribution to journal › Article
Mark On the Use of Panel Cointegration Tests in Energy Economics
Westerlund, Joakim ^LU ; Thuraisamy, Kannan and Sharma, Susan (2015) In Energy Economics 50. p.359-363
- Contribution to journal › Article
Mark Cross-Sectional Averages versus Principal Components
Westerlund, Joakim ^LU and Urbain, Jean-Pierre (2015) In Journal of Econometrics 185(2). p.372-377
- Contribution to journal › Article
Mark Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim ^LU ; Narayan, Paresh Kumar and Zheng, Xinwei (2015) In Emerging Markets Review 24. p.81-100
- Contribution to journal › Article
Mark The Effect of Recursive Detrending on Panel Unit Root Tests
Westerlund, Joakim ^LU (2015) In Journal of Econometrics 185(2). p.453-467
- Contribution to journal › Article
Mark A Factor Analytical Approach to the Efficient Futures Market Hypothesis
Westerlund, Joakim ^LU ; Norkute, Milda ^LU and Narayan, Paresh (2015) In Journal of Futures Markets 35(4). p.357-370
- Contribution to journal › Article
Mark New Tools for Understanding the Local Asymptotic Power of Panel Unit Root Tests
Westerlund, Joakim ^LU and Larsson, Rolf (2015) In Journal of Econometrics 188(1). p.59-93
- Contribution to journal › Article

« previous
1
…
6
7
8
9
…
14
next »

your query:: Remove author: nek-jwe