Items where Author is "Gupta, Rakesh"
Article
Guidi, Francesco ORCID: https://orcid.org/0000-0002-2682-189X and Gupta, Rakesh
(2012)
Market efficiency in the ASEAN region: Evidence from multivariate and cointegration tests.
Applied Financial Economics, 23 (4).
pp. 265-274.
ISSN 0960-3107 (Print), 1466-4305 (Online)
(doi:10.1080/09603107.2012.718064)
Guidi, Francesco ORCID: https://orcid.org/0000-0002-2682-189X, Gupta, Rakesh and Maheshwari, Suneel
(2011)
Weak-form market efficiency and calendar anomalies for
Eastern Europe equity markets.
Journal of Emerging Market Finance, 10 (3).
pp. 337-389.
ISSN 0972-6527 (Print), 0973-0710 (Online)
(doi:10.1177/097265271101000304)
Gupta, Rakesh and Guidi, Francesco ORCID: https://orcid.org/0000-0002-2682-189X
(2011)
Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets.
International Review of Financial Analysis, 21.
pp. 10-22.
ISSN 1057-5219
(doi:10.1016/j.irfa.2011.09.001)
Monograph
Guidi, Francesco ORCID: https://orcid.org/0000-0002-2682-189X and Gupta, Rakesh
(2012)
Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors.
Discussion Paper.
Griffith University, Brisbane, Australia.
(doi:2012-14)
Guidi, Francesco ORCID: https://orcid.org/0000-0002-2682-189X and Gupta, Rakesh
(2011)
Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests.
Discussion Paper.
Griffith University, Brisbane, Australia.