Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Aram Balagyozyan"'
Publikováno v:
Communications in Statistics - Simulation and Computation. 49:556-564
We show how an extreme value statistical test, designed under the assumption of normality, achieves higher power than traditional tests when the underlying distribution turns out to have thicker ta...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8756e4c7b74772a3f9e42475241d4e83
https://doi.org/10.1080/03610918.2018.1491989
https://doi.org/10.1080/03610918.2018.1491989
Autor:
Esin Cakan, Aram Balagyozyan
Publikováno v:
Applied Economics. 48:5731-5747
This article investigates whether large non-bank institutional investors herded during the dot-com bubble of the 1990s. We use the vector Markov-switching model of Hamilton and Lin (1996) to analyse the technology stockholdings of 115 large instituti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eef67993a948a62504dcf35a7d3d5711
https://doi.org/10.1080/00036846.2016.1184376
https://doi.org/10.1080/00036846.2016.1184376
Publikováno v:
Journal of Housing Research. 25:81-104
In this study, we examine whether house price cycles led or lagged business cycles in the state-level U.S. data from 1979 to 2012. We use a vector Markov-switching model to test for various lead/la...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85078604d9220030280b2c2cd4d19a20
https://doi.org/10.1080/10835547.2016.12092114
https://doi.org/10.1080/10835547.2016.12092114
Autor:
Aram Balagyozyan, Esin Cakan
Publikováno v:
Applied Economics Letters. 21:75-79
This study looks for evidence of investor herding in the Turkish banking sector. We apply the methodology of Chang et al. (2000) to daily stock returns between 2007 and 2012 and find evidence of herding. This result is robust under model specificatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6b1a600b992c06773a54fbef4700b77e
https://doi.org/10.1080/13504851.2013.842629
https://doi.org/10.1080/13504851.2013.842629