Finite-sample quantiles of the Jarque–Bera test

Lawford, Steve

doi:10.1080/1350485042000338653

Cited by 10 publications

(7 citation statements)

References 12 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…Departures from symmetry or from mesokurtosis are less prevalent with monthly returns than is observed in weekly returns. Using the Lawford (2005) 0.05 finite‐sample critical value of 5.317 for the Jarque‐Bera test statistic, the joint hypothesis of symmetry and mesokurtosis is rejected for monthly returns in seven of the 11 stock markets. The most striking difference, however, is with autoregressive conditional heteroscedasticity which appears less widespread in monthly returns than in weekly returns.…”

Section: The Data and Their Propertiesmentioning

confidence: 99%

Liquidity and the Informational Efficiency of African Stock Markets

Smith

2008

South African J Economics

View full text Add to dashboard Cite

The hypothesis that a stock market price index follows a random walk is tested for 11 African stock markets, Botswana, C�te d'Ivoire, Egypt, Ghana, Kenya, Mauritius, Morocco, Nigeria, South Africa, Tunisia and Zimbabwe using joint variance ratio tests with finite-sample critical values, over the period beginning in January 2000 and ending in September 2006. The iid random walk hypothesis is rejected in all 11 markets. In four stock markets, Egypt, Nigeria, Tunisia and South Africa, weekly returns are a martingale difference sequence. Liquidity is an important factor which contributes to whether a stock market follows a random walk. Copyright (c) 2008 The Author. Journal compilation (c) 2008 Economic Society of South Africa.

show abstract

Section: The Data and Their Propertiesmentioning

confidence: 99%

Liquidity and the Informational Efficiency of African Stock Markets

Smith

2008

South African J Economics

View full text Add to dashboard Cite

show abstract

“…* / * * denotes significance at the 90/95 per cent level. Critical values are adjusted for the small sample size as indicated inLawford (2005).…”

mentioning

confidence: 99%

Housing Finance and Monetary Policy

Calza

Monacelli

Stracca

2013

Journal of the European Economic Association

365

307

View full text Add to dashboard Cite

show abstract

“…All experimental procedures were performed in accordance with the guidelines of the European Union (2003/65/CE) and Spanish regulations (RD 1201/2005 for the use and care of animals in research. All chemicals used for IVP were purchased from Sigma-Aldrich (Madrid, Spain) unless otherwise specified.…”

Section: Methodsmentioning

confidence: 99%

Influence of the FecX^R Allele in Heterozygous Ewes on Follicular Population and Outcomes of IVP and ET using LOPU‐Derived Oocytes

Crespo

Alabart

Folch

et al. 2013

Reprod Domestic Animals

View full text Add to dashboard Cite

Ewes heterozygous for the FecX(R) allele (R+) in the bone morphogenetic protein 15 (BMP15) gene display increased ovulation rate and prolificacy. Besides this phenotypic advantage, the influence of the FecX(R) allele on follicle number and size, oocyte competence and in vitro production (IVP) remains undefined. With these aims, 8 R+ and 8 wild-type (++) ewes were subjected to 2 laparoscopic ovum pick-up (LOPU) trials (four sessions per trial; two with and two without FSH) and subsequent IVP and fresh embryo transfer. All follicles >3 mm were punctured (n = 1673). Genotype did not significantly affect the number of punctured follicles per ewe and session (10.4 and 10.2 in R+ and ++ untreated ewes, 17.4 and 14.3 in R+ and ++ FSH-treated ewes, respectively), but follicular diameter of R+ ewes was significantly reduced compared with ++ ewes (-0.2 mm in untreated and -0.8 mm in FSH-treated ewes; p < 0.01). R+ ewes showed higher recovery rate and increased numbers of total and suitable cumulus-oocyte complexes for in vitro maturation (IVM). Similar rates of day 8 blastocysts were observed in R+ (36.1%, 147/407) and ++ (32.6%, 100/307) ewes, but the final output of day 8 blastocysts per ewe and session was higher in R+ ewes (+0.75; p < 0.005), without differences in survival rate at birth of the transferred embryos (40.4%, 21/52 vs 36.4%, 16/44, respectively). In conclusion, a higher number of oocytes proven to be competent for in vitro development and embryo survival after transfer are recovered from R+ ewes, despite the lower mean size of their follicles at puncture.

show abstract

Finite-sample quantiles of the Jarque–Bera test

Cited by 10 publications

References 12 publications

Liquidity and the Informational Efficiency of African Stock Markets

Liquidity and the Informational Efficiency of African Stock Markets

Housing Finance and Monetary Policy

Influence of the FecX^R Allele in Heterozygous Ewes on Follicular Population and Outcomes of IVP and ET using LOPU‐Derived Oocytes

Contact Info

Product

Resources

About

Finite-sample quantiles of the Jarque–Bera test

Cited by 10 publications

References 12 publications

Liquidity and the Informational Efficiency of African Stock Markets

Liquidity and the Informational Efficiency of African Stock Markets

Housing Finance and Monetary Policy

Influence of the FecXR Allele in Heterozygous Ewes on Follicular Population and Outcomes of IVP and ET using LOPU‐Derived Oocytes

Contact Info

Product

Resources

About

Influence of the FecX^R Allele in Heterozygous Ewes on Follicular Population and Outcomes of IVP and ET using LOPU‐Derived Oocytes