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Multivariate Linear and Non-Linear Causality Tests

https://doi.org/10.2139/ssrn.1408542
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36/36 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 36 checked references that resolve
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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
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On the Markowitz Mean-Variance Analysis of Self-Financing Portfolios
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Elasticity of risk aversion and international trade
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Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market
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On U-statistics and v. mise? statistics for weakly dependent processes
resolves10.1007/bf01010905
Rigorous statistical procedures for data from dynamical systems
resolves10.2139/ssrn.1408542
Multivariate Linear and Non-Linear Causality Tests
resolves10.1887/0750308036/b1058c16
A general nonparametric bootstrap test for Granger causality
resolves10.2202/1558-3708.1234
A Note on the Hiemstra-Jones Test for Granger Non-causality
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A new statistic and practical guidelines for nonparametric Granger causality testing
resolves10.1016/j.ejor.2009.01.007
Gains from diversification on convex combinations: A majorization and stochastic dominance approach
resolves10.1016/j.jebo.2008.03.013
Stochastic dominance and behavior towards risk: The market for Internet stocks
resolves10.2307/1912791
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
resolves10.1111/j.1540-6261.1994.tb04776.x
Testing for Linear and Nonlinear Granger Causality in the Stock Price‐Volume Relation
resolves10.1002/9780470186466
Modern Applied U‐Statistics
resolves10.1016/j.ejor.2009.07.005
A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
resolves10.21314/jor.2008.173
On testing the equality of multiple Sharpe ratios, with application on the evaluation of iShares
resolves10.1080/000368499323265
Measuring international competitiveness: experience from East Asia
resolves10.1103/physrevlett.100.144103
Kernel Method for Nonlinear Granger Causality
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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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Policy change and lead–lag relations among China's segmented stock markets
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Does the Us it Stock Market Dominate Other it Stock Markets: Evidence from Multivariate GARCH Model
resolves10.1016/j.econlet.2008.12.010
Linear and nonlinear causality between changes in consumption and consumer attitudes
resolves10.1002/9780470316481
Approximation Theorems of Mathematical Statistics
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Macroeconomics and Reality
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Stochastic Dominance and Applications to Finance, Risk and Economics
resolves10.1002/mde.4090120104
On the unavoidability of ‘unscientific’ judgment in estimating the cost of capital
resolves10.1080/00137919608967482
REVISITING “DIVIDEND YIELD PLUS GROWTH” AND ITS APPLICATION
resolves10.1111/1468-5876.00201
Contagion or Inductance? Crisis 1997 Reconsidered
resolves10.1016/j.ejor.2006.09.032
Stochastic dominance and mean–variance measures of profit and loss for business planning and investment
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On the estimation of cost of capital and its reliability
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Prospect and Markowitz stochastic dominance
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Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
resolves10.1142/s0217590806002214
DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA
resolves10.1007/s00199-007-0254-3
Preferences over location-scale family
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The 4 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedNew Evidence on the Relation between Return Volatility and Trading Volume
no DOI — not checkedStochastic Dominance and the Rationality of the Momentum Effect across Markets
no DOI — not checkedAre the Asian Equity Markets more Interdependent after the Financial Crisis?
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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