Department of Finance
La Trobe Business School
Bundoora, IN 3086
La Trobe University
in Total Papers Downloads
in Total Papers Citations
Economic bubbles, Fundamental crises, Financial crises, Market
Volatility Transmission, Vector Autoregressive Model, Impulse Response Analysis, Bootstrap
asymmetry, co-integration, Fisher hypothesis, stock market
Trade Openness, Financial Openness, Stock Market Efficiency
Level of significance, Lindley paradox, Massive sample size, Meehl’s conjecture, Publication bias, Spurious statistical significance
Fama-French portfolios, Market efficiency, Monte Carlo experiment, Panel data, Wild bootstrap
Advisor Sentiment, Investor Sentiment, Generalized Impulse Response Analysis, Risk Premium, VIX, Wild Bootstrap.
Bias-correction, Financial ratios, Return predictability, Stationarity-correction
Adaptive markets hypothesis; Martingale difference hypothesis; Market Efficiency, Trading Strategy
Augmented Regression Method, Financial ratios, Forecasting, Short-term interest rate, Technical indicators, Wild bootstrap
Asian financial crisis, Bias-correction, Bootstrapping, Capital market Integration, Half-life, Impulse response analysis, Vector autoregression
Dividend-yield, EGLS estimation, Monte Carlo experiment, Return predictability
Random walk, meta-regression, efficient market hypothesis
Granger Causality, Monte Carlo experiment, Predictive regression, Wald test
Expected Loss, Statistical Significance, Sample Size, Power of the test
Islamic portfolio, Market Efficiency, Martingale difference hypothesis, Return predictability, Wild bootstrap
Martingale Differences Hypothesis, Adaptive Market Hypothesis, Stock Market Efficiency, ASEAN, Automatic Variance Ratio Test, Automatic Q Test, Joint Sign Test, Moving-Subsample Windows
Asset-pricing; Equal-probability test; GRS test; Optimal level of significance
Anomaly, Behavioural finance, Data mining, Market efficiency, Sunspot numbers, Type I error, Weather
Expected Loss, Optimal Level of Significance; Power of the Test, Response Surface
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