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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 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 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
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