Author:
GÜNDOĞDU Aysel,SARILI Selin
Reference29 articles.
1. Baltagi, Badi ve Kao, Chihwa 2000. “Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey”, Center for Policy Research Working Paper No:16.
2. Banumathy, Karunanithy ve Azhagaiah, Ramachandran .2014. Long-Run and Short-Run Causality between Stock Price and Gold Price: Evidence of VECM Analysis from India, Management Studies and Economic Systems (MSES), 1 (4), 247-256, Spring 2015.
3. Breitung, Jörg ve Pesaran, M. Hashem. 2008. Unit Roots and Cointegration in Panels. in The Econometrics of Panel Data, Springer, Heidelberg. Berlin, Germany.
4. Cao, M., & Wei, J. (2005). Stock market returns: A note on temperature anomaly. Journal of Banking & Finance, 29(6), 1559-1573.
5. Chang, T., Nieh, C. C., Yang, M. J., & Yang, T. Y. (2006). Are stock market returns related to the weather effects? Empirical evidence from Taiwan. Physica A: Statistical Mechanics and its Applications, 364, 343-354.