Publications | Lund University Publications

1 – 7 of 7

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=keywords+exact+%22Predictive+regression%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

2018
Mark Islamic spot and index futures markets : Where is the price discovery?
Karabiyik, Hande ^LU ; Narayan, Paresh Kumar ; Phan, Dinh Hoang Bach and Westerlund, Joakim ^LU (2018) In Pacific Basin Finance Journal 52. p.123-133
- Contribution to journal › Article
2016
Mark Testing for predictability in panels of any time series dimension
Westerlund, Joakim ^LU and Narayan, Paresh (2016) In International Journal of Forecasting 32(4). p.1162-1177
- Contribution to journal › Article
Mark Panel Multi-Predictor Test Procedures with an Application to Emerging Market Sovereign Risk
Westerlund, Joakim ^LU and Thuraisamy, Kannan (2016) In Emerging Markets Review 28. p.44-60
- Contribution to journal › Article
Mark Price Discovery and Asset Pricing
Westerlund, Joakim ^LU ; Sharma, Susan ; Narayan, Paresh and Thuraisamy, Kannan (2016) In Pacific Basin Finance Journal 40(A). p.224-235
- Contribution to journal › Article
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
2015
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
2014
Mark A Random Coefficient Approach to the Predictability of Stock Returns in Panels
Westerlund, Joakim ^LU and Narayan, Paresh (2014) In Journal of Financial Econometrics
- Contribution to journal › Article