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Stock markets and development: A re-assessment

. European Economic Review, 41 (1): 139--146 (January 1997)

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The information content of lagged equity and bond yields, and . Economics Letters, 68 (2): 179--184 (August 2000)Stock markets and development: A re-assessment. European Economic Review, 41 (1): 139--146 (January 1997)Why does book-to-market value of equity forecast cross-section stock returns?, , and . International Review of Financial Analysis, 13 (2): 153--160 (00 2004)The dynamic Black-Litterman approach to asset allocation., , and . Eur. J. Oper. Res., 259 (3): 1085-1096 (2017)Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly., and . Eur. J. Oper. Res., 188 (3): 846-853 (2008)Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns, and . International Journal of Forecasting, 18 (3): 409--419 (00 2002)Panel data unit roots tests: The role of serial correlation and the time dimension, , and . Journal of Statistical Planning and Inference, 137 (1): 230--244 (Jan 1, 2007)Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management., and . Eur. J. Oper. Res., 134 (3): 481-492 (2001)Portfolio optimization with behavioural preferences and investor memory., and . Eur. J. Oper. Res., 296 (1): 368-387 (2022)Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends, and . Econometric Reviews, 23 (2): 149--166 (2004)