Dynamic factors and asset pricing: International and further U.S. evidence ☆
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Business cycle variation in positive feedback trading: Evidence from the G-7 economies
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA
Long memory in log-range series: Do structural breaks matter? ☆
Contrarian flows, consumption and expected stock returns ☆
Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis
Asymptotic distribution of time-series intermittency estimates: applications to economic and clinical data
On the log-normal distribution of stock market data
Bayesian model comparison by Markov chain simulation: Illustration using stock market data
Aggregate returns to scale and embodied technical change: theory and measurement using stock market data
Investment strategy due to the minimization of portfolio noise level by observations of coarse-grained entropy
Statistical properties of short term price trends in high frequency stock market data
Establishing relationships among patterns in stock market data
Clustering Indian stock market data for portfolio management