Francesco Guidi

University of Greenwich - Greenwich Business School

30, Park Row

London, SE10 9LS

United Kingdom

http://www.gre.ac.uk/

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Weak-Form Market Efficiency and Calendar Anomalies for Eastern European Equity Markets

Journal of Emerging Market Finance, Vol. 10, Issue 3, pp.337-389, December 2011
Posted: 16 Oct 2012
Francesco Guidi, Rakesh Gupta and Suneel Maheshwari
University of Greenwich - Greenwich Business School, Griffith University - Griffith Business School and Indiana University of Pennsylvania

Abstract:

Emerging stock markets, day-of-the-week effect, market efficiency, variance ratio test, GARCH-M

2.

Market Efficiency in the ASEAN Region: Evidence from Multivariate and Cointegration Tests

Applied Financial Economics, Vol. 23, No. 4, 2013, Forthcoming
Posted: 15 Oct 2012
Francesco Guidi and Rakesh Gupta
University of Greenwich - Greenwich Business School and Griffith University - Griffith Business School

Abstract:

ASEAN, efficient market hypothesis, variance ratio, cointegration

3.

Cointegration Relationship and Time Varying Co-Movements among Indian and Asian Developed Stock Markets

International Review of Financial Analysis, Vol. 21, pp. 10-22, 2012
Posted: 15 Oct 2012 Last Revised: 19 Oct 2012
Rakesh Gupta and Francesco Guidi
Griffith University - Griffith Business School and University of Greenwich - Greenwich Business School

Abstract:

Stock markets, Cointegration, Time-varying correlations, India, Asian stock markets