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.