Long memory in log-range series: Do structural breaks matter? ☆
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Business cycle variation in positive feedback trading: Evidence from the G-7 economies
Dynamic factors and asset pricing: International and further U.S. evidence ☆
Contrarian flows, consumption and expected stock returns ☆
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA
Sell in May and Go Away: Evidence from China
Determining what drives stock returns: Proper inference is crucial: Evidence from the UK
Establishing relationships among patterns in stock market data
Statistical properties of short term price trends in high frequency stock market data
On the log-normal distribution of 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
Asymptotic distribution of time-series intermittency estimates: applications to economic and clinical data
Bayesian model comparison by Markov chain simulation: Illustration using stock market data