Melvin Hinich

University of Texas at Austin - Applied Research Laboratories

Professor

P.O. Box 8029

Austin, TX 78713-8029

United States

http://www.gov.utexas.edu/hinich

University of Texas at Austin - Department of Government

Professor

College of Liberal Arts

1 University Station A1800

Austin, TX 78712

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 41,717

SSRN RANKINGS

Top 41,717

in Total Papers Downloads

990

SSRN RANKINGS

Top 28,748

in Total Papers Citations

8

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Scholarly Papers (5)

1.

Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient

Number of pages: 38 Posted: 06 Jun 2006
Kian-Ping Lim, Robert D. Brooks and Melvin Hinich
Universiti Malaya, Monash University and University of Texas at Austin - Applied Research Laboratories
Downloads 419 (67,538)

Abstract:

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Predictability, Nonlinearity, Market Efficiency, Bicorrelations, Emerging stock markets

2.

Events that Shook the Market: An Insight from Nonlinear Serial Dependencies in Intraday Returns

Number of pages: 37 Posted: 07 Jul 2006
Kian-Ping Lim, Melvin Hinich and Robert D. Brooks
Universiti Malaya, University of Texas at Austin - Applied Research Laboratories and Monash University
Downloads 352 (82,920)

Abstract:

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Nonlinearity, Bicorrelation, Event study, Stock Market, Malaysia

3.

Are Stock Returns Time Reversible? International Evidence from Frequency Domain Tests

Number of pages: 14 Posted: 24 Dec 2008
Kian-Ping Lim, Robert D. Brooks and Melvin Hinich
Universiti Malaya, Monash University and University of Texas at Austin - Applied Research Laboratories
Downloads 174 (169,364)

Abstract:

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Time reversibility, Bispectrum, Trispectrum, Stock returns

4.

Episodic Nonlinearity in Leading Global Currencies

Number of pages: 27 Posted: 08 Dec 2011
Loyola University of Chicago - Department of Economics, University of Calgary - Department of Economics, University of Texas at Austin - Applied Research Laboratories and Democritus University of Thrace - Department of Economics
Downloads 45 (398,736)

Abstract:

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Global FiĀ…nancial markets, Currencies, Episodic nonlinearity, Conditional heteroskedasticity

5.

Cross-Correlations and Cross-Bicorrelations in Sterling Exchange Rates

Journal of Empirical Finance, Vol. 6, No. 4, pp. 385-404, 1999
Posted: 05 Dec 2004
Chris Brooks and Melvin Hinich
University of Reading - ICMA Centre and University of Texas at Austin - Applied Research Laboratories

Abstract:

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Cross-correlations, cross-bicorrelations, exchange rates, nonlinearity