221 Burwood Highway
Burwood, Victoria 3215
Australia
Deakin University - School of Accounting, Economics and Finance
SSRN RANKINGS
in Total Papers Citations
asset pricing; cross-market dependence; Granger causality; financial cycles; time-varying risk premium; commodity markets; gold; oil; market volatility
Efficient Market Hypothesis, GARCH, Unit Root, Structural Break, Stock Price
commodity markets, economic significance, forecasting, fractional cointegration, futures markets, price discovery, trading rule, vector error correction model
Firm Returns, Volatility, Sector, Heterogeneous, January, Turn-of-the-month
Commonality in Liquidity, Asymmetric Information, Size Effects, Chinese Stock Exchange
interest rate, exchange rate, financial crisis, depreciation
illiquidity factor, asymmetric information, market collapse
Volatility, Size Effects, Firms, Market
Output; Inflation, EGARCH Model, Volatility
calendar anomalies, returns, heterogeneous, volatility
Common Structural Break Test, Stock Markets
Volatility, Size effects, Firms, Market
Exchange rate, Oil price, Volatility, GARCH/EGARCH model, Fiji
Fiji, GDP, Oil prices
Commodity prices, Unit root test, GARCH, Persistent, Transitory, Structural break
Energy consumption, Real GDP, Long-run
Crude oil, Panel unit root
Oil stock, Industrial production, Demand and supply shocks
OECD countries, Electricity consumption, Real GDP
Unit root, Energy consumption, Australia
Fiji, Import demand, Cointegration
Visitor arrivals, Univariate and panel Lagrange multiplier unit root tests
Japan, Fertility, Cointegration, Bounds testing
Fiji, Bounds testing approach to cointegration, Granger causality
Wagner's law, Cointegration, Granger causality
Commonality in Liquidity, Chinese Stock Exchange
EGARCH, depreciation, appreciation, volatility, stock returns
