Browsing İİBF - Makale Koleksiyonu | İşletme Bölümü / Department of Management by Citation "Yüksel, S. A., Omay, T. & Yüksel, A. (2015). An empirical examination of the generalized fisher effect using cross-sectional correlation robust tests for panel cointegration. Journal Of International Financial Markets Institutions & Money, 35, 18-29. doi:10.1016/j.intfin.2014.12.007"
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An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration (Elsevier Science BV, 2015-03)This study examines the generalized Fisher hypothesis as applied to common stocks by using the recently proposed second generation panel cointegration tests. Unlike their predecessors, these new tests assume the existence ...