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Esmaiel Abounoori

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First Name:Esmaiel
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Last Name:Abounoori
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RePEc Short-ID:pab29
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Dr. Professor Esmaiel Abounoori Department of Economics, Semnan University,Semnan, Iran.
(0098) 911 111 2176

Research output

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Jump to: Working papers Articles

Working papers

  1. Esmaiel ABOUNOORI & Younes NADEMI, 2010. "Government Size Threshold and Economic Growth in Iran," EcoMod2010 259600001, EcoMod.
  2. Patrick McCloughan & Esmaiel Abounoori, 2000. "A Non-Parametric Estimator For The Concentration Ratio Given Grouped Data," Working Papers 2000_14, University of Liverpool, Department of Economics.
  3. Patrick McCloughan & Esmaiel Abounoori, 2000. "A Simple Way to Calculate The Gini Coefficient As Well As Ungrouped Data," Working Papers 2000_15, University of Liverpool, Department of Economics.
  4. Esmaiel Abounoori, 2000. "A Simple Income Distribution Model And The Gini Coefficient," Working Papers 2000_05, University of Liverpool, Department of Economics.
  5. Esmaiel Abounoori & Patrick McCloughan, 2000. "Measuring The Gini Coefficient: An Empirical Assessment Of Non-Parametric And Parametric Methods," Working Papers 2000_06, University of Liverpool, Department of Economics.
  6. Esmaiel Abounoori & Patrick McCloughan, 2000. "Unemployment, Inflation And Income Distribution: A Cross-Sectional Analysis," Working Papers 2000_08, University of Liverpool, Department of Economics.

Articles

  1. Moftakhari, Ali & Jafari, Mohammad & Abunoori, Esmail & Nademi, Younes, 2021. "Investigating the Effects of Social Welfare on Brain Drain in Developing Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 8(2), pages 1-34, September.
  2. Esmaiel Abounoori & Mohammad Amin Zabol, 2020. "Modeling Gold Volatility: Realized GARCH Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 24(1), pages 299-311, Winter.
  3. Sadeghzadeh Yazdi, Ali & Abounoori, Esmaiel & Erfani, Alireza, 2020. "Forecasting Liquidity at Risk of a Private Bank Using the Parametric Approach (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(44), pages 261-296, August.
  4. Fayazi, Alireza & Abdoli, Ghahreman & Abounoori, Esmaiel, 2019. "Analysis of Establishing a Coalition between Iran and Russia and Its Effect on Iran’s Bargaining Power in Europe’s Natural Gas Market: A Network Game Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(3), pages 103-134, October.
  5. Abounoori, Esmaiel & Tour, Mansour, 2019. "Stock market interactions among Iran, USA, Turkey, and UAE," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 297-305.
  6. Abounoori, Esmail & Mehregan, Nader & Safari, Nafiseh, 2018. "Investigating Competitive Ability of the Banking Industry by Using Adjustable Lerner & Boon Indicators (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(34), pages 620-591, January.
  7. Arab Yarmohamadi, Javad & Abounoori, Esmaiel & Salem, Ali Asghar, 2016. "The Effect of Regional Price Adjustment of Household Expenditures on Poverty Indices in Iran’s Urban Areas," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(2), pages 119-134, April.
  8. Abounoori, Esmaiel & Elmi, Zahra (Mila) & Nademi, Younes, 2016. "Forecasting Tehran stock exchange volatility; Markov switching GARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 264-282.
  9. Abounoori, Esmaiel & Lajevardi, Hasan, 2016. "Estimated the Index of Economic Vulnerability and Resilience Using Parametric Method: The Case of OPEC," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 3(3), pages 25-44, November.
  10. Mohammad Mahdi Shahrazi & Zahra (Mila) Elmi & Esmaiel Abounoori & Saeed Rasekhi, 2014. "The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 18(2), pages 73-86, Spring.
  11. Abounoori, Esmaiel & Shahrazi, Mahdi & Rasekhi, Saeed, 2012. "An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3170-3179.
  12. Karimi-Moghari, Zahra & Abounoori, Esmaiel & Zobeiri, Hoda, 2012. "The Role of Social Cohesion in Economic Development (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 16(4), pages 183-207, January.
  13. Mani Motameni & Esmaiel Abounoori, 2009. "Crisis Effect on the Relationship between Stock Returns and Volatility in Iran," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 14(2), pages 41-49, fall.
  14. Mahmood Yahyazadehfar & Esmaiel Abounoori & Hooman Shababi, 2006. "Days-of- Week Effect on Tehran Stock Exchange Returns: An Empirical Analysis," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 11(2), pages 149-164, spring.
  15. Esmaiel Abounoori & Morteza Bagherpour, 2006. "Estimation of Industrial Production Costs, Using Regression Analysis, Neural Networks or Hybrid Neural - Regression Method?," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 11(2), pages 17-29, spring.
  16. Esmaiel Abounoori, 2006. "Corruption and Inequality," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 10(3), pages 59-66, fall.
  17. Esmaiel Abounoori & Patrick McCloughan, 2003. "A simple way to calculate the Gini Coefficient for grouped as well as ungrouped data," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 505-509.
  18. Patrick Mccloughan & Esmaiel Abounoori, 2003. "How to estimate market concentration given grouped data," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 973-983.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Esmaiel ABOUNOORI & Younes NADEMI, 2010. "Government Size Threshold and Economic Growth in Iran," EcoMod2010 259600001, EcoMod.

    Cited by:

    1. Phan The Cong & Hoang Khac Lich, 2017. "The Driving Forces of Economic Growth before and after the 2008 Global Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 575-582.
    2. Taner Turan, 2014. "Optimal Size of Government in Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 4(2), pages 286-294.
    3. Mroczek Teresa & Skica Tomasz & Rodzinka Jacek, 2019. "Optimal Size of the General Government Sector from the Point of View of its Impact on the EU Economies," South East European Journal of Economics and Business, Sciendo, vol. 14(2), pages 95-105, December.
    4. François Facchini & Mickaël Melki, 2013. "Efficient government size: France in the 20 th century," Post-Print hal-01286723, HAL.
    5. Phiri, Andrew, 2016. "Nonlinearities in Wagner's law: Further evidence from South Africa," MPRA Paper 71702, University Library of Munich, Germany.
    6. Slimani, Sana & Omri, Anis & Abbassi, Abdessalem, 2024. "International capital flows and sustainable development goals: The role of governance and ICT diffusion," Socio-Economic Planning Sciences, Elsevier, vol. 93(C).
    7. François Facchini & Mickaël Melki, 2011. "Optimal government size and economic growth in France (1871-2008) : An explanation by the State and market failures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00654363, HAL.
    8. Pelin Varol Iyidogan & Taner Turan, 2017. "Government Size and Economic Growth in Turkey: A Threshold Regression Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(2), pages 142-154.
    9. Zieba, Marta & , Thi-Kieu-Trang & Mbugua, Rahab Njeri, 2022. "Factors affecting economic growth: empirical evidence from developing countries," OSF Preprints jm7h4, Center for Open Science.
    10. Uchechi Shirley Anaduaka & Vivian Ikwuoma Nnetu & Stephen Ekene Aguegboh & David Iheke Okorie, 2016. "Relative Maxima of the Public Sector: A Comparative Study of Nigeria and Ghana," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 6(11), pages 575-589, November.
    11. Ayşegül Durucan, 2022. "Testing The Validity Of The Bars Curve For Turkey," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 67(232), pages 153-192, January –.
    12. Mohammed Daher Alshammary & Norlin Khalid & Zulkefly Abdul Karim & Riayati Ahmad, 2022. "Government expenditures and economic growth in the MENA region: A dynamic heterogeneous panel estimation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3287-3299, July.

  2. Esmaiel Abounoori & Patrick McCloughan, 2000. "Measuring The Gini Coefficient: An Empirical Assessment Of Non-Parametric And Parametric Methods," Working Papers 2000_06, University of Liverpool, Department of Economics.

    Cited by:

    1. Esmaiel Abounoori & Patrick McCloughan, 2003. "A simple way to calculate the Gini Coefficient for grouped as well as ungrouped data," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 505-509.
    2. Wodon, Quentin & Yitzhaki, Shlomo, 2003. "The effect of using grouped data on the estimation of the Gini income elasticity," Economics Letters, Elsevier, vol. 78(2), pages 153-159, February.

Articles

  1. Esmaiel Abounoori & Mohammad Amin Zabol, 2020. "Modeling Gold Volatility: Realized GARCH Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 24(1), pages 299-311, Winter.

    Cited by:

    1. Wang, Lu & Zhao, Chenchen & Liang, Chao & Jiu, Song, 2022. "Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model," Finance Research Letters, Elsevier, vol. 48(C).
    2. Bharat Kumar Meher & Iqbal Thonse Hawaldar & Latasha Mohapatra & Adel M. Sarea, 2020. "The Impact of COVID-19 on Price Volatility of Crude Oil and Natural Gas Listed on Multi Commodity Exchange of India," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 422-431.
    3. Kumar SANTOSH & Meher Kumar BHARAT & Ramona BIRAU & Mircea Laurentiu SIMION & Anand ABHISHEK & Singh MANOHAR, 2023. "Quantifying Long-Term Volatility for Developed Stock Markets: An Empirical Case Study Using PGARCH Model on Toronto Stock Exchange (TSX)," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 61-68.
    4. Andrey Leonidovich Poltarykhin & Valentina N. Ivanova & Andrzej Szromnik, 2020. "Sustainable functioning of educational institutions based on the risk-management implementation mechanism," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(1), pages 390-397, September.
    5. Owusu Junior, Peterson & Tiwari, Aviral Kumar & Tweneboah, George & Asafo-Adjei, Emmanuel, 2022. "GAS and GARCH based value-at-risk modeling of precious metals," Resources Policy, Elsevier, vol. 75(C).
    6. Bharat Kumar Meher & Iqbal Thonse Hawaldar & Mathew Thomas Gil & Deebom Zorle Dum, 2021. "Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 489-502.

  2. Abounoori, Esmaiel & Tour, Mansour, 2019. "Stock market interactions among Iran, USA, Turkey, and UAE," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 297-305.

    Cited by:

    1. Zhong, Yi & Liu, Jiapeng, 2021. "Correlations and volatility spillovers between China and Southeast Asian stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 57-69.
    2. Tao, Chen & Zhong, Guang-Yan & Li, Jiang-Cheng, 2023. "Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 614(C).
    3. Samadi, Ali Hussein & Owjimehr, Sakine & Nezhad Halafi, Zohoor, 2021. "The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 34-55.

  3. Abounoori, Esmaiel & Elmi, Zahra (Mila) & Nademi, Younes, 2016. "Forecasting Tehran stock exchange volatility; Markov switching GARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 264-282.

    Cited by:

    1. Gong, Xu & Lin, Boqiang, 2018. "Structural changes and out-of-sample prediction of realized range-based variance in the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 27-39.
    2. Gong, Xiao-Li & Liu, Xi-Hua & Xiong, Xiong & Zhuang, Xin-Tian, 2019. "Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles," Chaos, Solitons & Fractals, Elsevier, vol. 121(C), pages 129-136.
    3. Lahmiri, Salim, 2017. "Modeling and predicting historical volatility in exchange rate markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 387-395.
    4. Dejan Živkov & Suzana Balaban & Marko Pećanac, 2021. "Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1855-1870, April.
    5. Reza, Md. Ridwan & Masih, Mansur, 2017. "Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices," MPRA Paper 82123, University Library of Munich, Germany.
    6. Mustofa Usman & M. Komarudin & Munti Sarida & Wamiliana Wamiliana & Edwin Russel & Mahatma Kufepaksi & Iskandar Ali Alam & Faiz A.M. Elfaki, 2022. "Analysis of Some Variable Energy Companies by Using VAR(p)-GARCH(r,s) Model : Study From Energy Companies of Qatar over the Years 2015 2022," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 178-191, September.
    7. S. Al Wadi, 2017. "Improving Volatility Risk Forecasting Accuracy in Industry Sector," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2017, pages 1-6, November.
    8. Salami, Monsurat Ayojimi & Tanrıvermiş, Harun & Tanrıvermiş, Yesim, 2024. "Influence of Ukraine invasion by Russia on Turkish markets," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
    9. Jujie Wang & Yinan Liao & Zhenzhen Zhuang & Dongming Gao, 2021. "An Optimal Weighted Combined Model Coupled with Feature Reconstruction and Deep Learning for Multivariate Stock Index Forecasting," Mathematics, MDPI, vol. 9(21), pages 1-20, October.
    10. Abounoori, Esmaiel & Tour, Mansour, 2019. "Stock market interactions among Iran, USA, Turkey, and UAE," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 297-305.
    11. Zhifeng Dai & Tingyu Li & Mi Yang, 2022. "Forecasting stock return volatility: The role of shrinkage approaches in a data‐rich environment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 980-996, August.
    12. Abdulkadir Kaya & İkram Yusuf Yarbaşı, 2021. "Forecasting of Volatility in Stock Exchange Markets by MS-GARCH Approach: An Application of Borsa Istanbul," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(1), pages 16-35.
    13. Lin, Yu & Xiao, Yang & Li, Fuxing, 2020. "Forecasting crude oil price volatility via a HM-EGARCH model," Energy Economics, Elsevier, vol. 87(C).
    14. Indranil Ghosh & Manas K. Sanyal & R. K. Jana, 2021. "Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 503-527, February.
    15. Gong, Xiao-Li & Liu, Xi-Hua & Xiong, Xiong & Zhuang, Xin-Tian, 2018. "Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine," Chaos, Solitons & Fractals, Elsevier, vol. 114(C), pages 193-201.
    16. Xiao, Yang, 2020. "The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 173-186.

  4. Abounoori, Esmaiel & Shahrazi, Mahdi & Rasekhi, Saeed, 2012. "An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3170-3179.

    Cited by:

    1. Anoop S. Kumar & Chaithanya Jayakumar & Bandi Kamaiah, 2017. "Fractal market hypothesis: evidence for nine Asian forex markets," Indian Economic Review, Springer, vol. 52(1), pages 181-192, December.
    2. Adefemi A. OBALADE & Akona TSHUTSHA & Lungelo MVUYANA & Nothando NDLOVU & Paul-Francois MUZINDUTSI, 2022. "Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(1), pages 19-35.
    3. Maganini, Natália Diniz & Da Silva Filho, Antônio Carlos & Lima, Fabiano Guasti, 2018. "Investigation of multifractality in the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 497(C), pages 258-271.
    4. Akash P. POOJARI & Siva Kiran GUPTHA & G Raghavender RAJU, 2022. "Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(632), A), pages 61-80, Autumn.
    5. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
    6. Reboredo, Juan C. & Rivera-Castro, Miguel A. & Miranda, José G.V. & García-Rubio, Raquel, 2013. "How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1631-1637.
    7. Syeda Tayyaba Ijaz & Rabia Komal, 2015. "Role Of Hurst Exponent In Prediction Of Market Efficiency In Kse-100 Index," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 11(2), pages 41-54.
    8. Cao, Guangxi & Xu, Longbing & Cao, Jie, 2012. "Multifractal detrended cross-correlations between the Chinese exchange market and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4855-4866.
    9. da Silva Filho, Antônio Carlos & Maganini, Natália Diniz & de Almeida, Eduardo Fonseca, 2018. "Multifractal analysis of Bitcoin market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 954-967.
    10. Ioana-Andreea Boboc & Mihai-Cristian Dinică, 2013. "An Algorithm for Testing the Efficient Market Hypothesis," PLOS ONE, Public Library of Science, vol. 8(10), pages 1-11, October.
    11. Lahmiri, Salim, 2017. "Multifractal analysis of Moroccan family business stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 183-191.
    12. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    13. Mihai Cristian Dinică & Erica Cristina (Balea) Dinică, 2015. "Testing the Weak-Form Market Eficiency of the Euronext Wheat," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(55), pages 25-38, March.
    14. Itami, A.S. & Antonio, F.J. & Mendes, R.S., 2015. "Very prolonged practice in block of trials: Scaling of fitness, universality and persistence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 82-89.
    15. Gajardo, Gabriel & Kristjanpoller, Werner D. & Minutolo, Marcel, 2018. "Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 195-205.
    16. Asit Kumar Das & Debahuti Mishra & Kaberi Das & Arup Kumar Mohanty & Mazin Abed Mohammed & Alaa S. Al-Waisy & Seifedine Kadry & Jungeun Kim, 2022. "A Deep Network-Based Trade and Trend Analysis System to Observe Entry and Exit Points in the Forex Market," Mathematics, MDPI, vol. 10(19), pages 1-23, October.

  5. Mahmood Yahyazadehfar & Esmaiel Abounoori & Hooman Shababi, 2006. "Days-of- Week Effect on Tehran Stock Exchange Returns: An Empirical Analysis," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 11(2), pages 149-164, spring.

    Cited by:

    1. Rayenda Brahmana & Chee Wooi Hooy & Zamri Ahmad, 2014. "The Role of Weather on Investors’ Monday Irrationality: Insights from Malaysia," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(2), June.
    2. Rayenda Brahmana & Chee-Wooi Hooy & Zamri Ahmad, 2012. "Weather, investor irrationality and day-of-the-week anomaly: case of Indonesia," Journal of Bioeconomics, Springer, vol. 14(2), pages 129-146, July.
    3. Weber Christoph S. & Nickol Philipp, 2016. "More on Calendar Effects on Islamic Stock Markets," Review of Middle East Economics and Finance, De Gruyter, vol. 12(1), pages 65-113, April.

  6. Esmaiel Abounoori & Patrick McCloughan, 2003. "A simple way to calculate the Gini Coefficient for grouped as well as ungrouped data," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 505-509.

    Cited by:

    1. Piet, Laurent, 2016. "Recent trends in the distribution of farm sizes in the EU," 149th Seminar, October 27-28, 2016, Rennes, France 245075, European Association of Agricultural Economists.
    2. Rubolino, Enrico, 2023. "Does weak enforcement deter tax progressivity?," Journal of Public Economics, Elsevier, vol. 219(C).
    3. Shao-Hsun Keng & Peter F. Orazem, 2019. "Performance pay, the marriage market and rising income inequality in Taiwan," Review of Economics of the Household, Springer, vol. 17(3), pages 969-992, September.
    4. Matthijs J. Warrens, 2018. "On the Negative Bias of the Gini Coefficient due to Grouping," Journal of Classification, Springer;The Classification Society, vol. 35(3), pages 580-586, October.
    5. Baysan, Ceren & Burke, Marshall & González, Felipe & Hsiang, Solomon & Miguel, Edward, 2019. "Non-economic factors in violence: Evidence from organized crime, suicides and climate in Mexico," Department of Economics, Working Paper Series qt2dq6v0ch, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    6. Bhattacharya, Haimanti & Innes, Robert, 2006. "Is There a Nexus between Poverty and Environment in Rural India?," 2006 Annual meeting, July 23-26, Long Beach, CA 21201, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Hao, Han & Wang, Hewu & Yi, Ran, 2011. "Hybrid modeling of China’s vehicle ownership and projection through 2050," Energy, Elsevier, vol. 36(2), pages 1351-1361.
    8. Ville, Simon & Valadkhani, Abbas & O'Brien, Martin, 2005. "The Distribution of Research Performance Across Australian Universities, 1992-2003, and Its Implications for Higher Education Funding Models," Economics Working Papers wp05-26, School of Economics, University of Wollongong, NSW, Australia.
    9. Fiedler, Ingo & Kairouz, Sylvia & Costes, Jean-Michel & Weißmüller, Kristina S., 2019. "Gambling spending and its concentration on problem gamblers," Journal of Business Research, Elsevier, vol. 98(C), pages 82-91.
    10. Ceren Baysan & Marshall Burke & Felipe González & Solomon Hsiang & Edward Miguel, 2019. "Economic and Non-Economic Factors in Violence: Evidence from Organized Crime, Suicides and Climate in Mexico," HiCN Working Papers 292, Households in Conflict Network.
    11. Enrico Rubolino, 2022. "Does Informality Deter Tax Progressivity?," Cahiers de Recherches Economiques du Département d'économie 22.07, Université de Lausanne, Faculté des HEC, Département d’économie.
    12. Christopher E.S. WARBURTON, 2016. "The Bottom Twenty: An Analysis Of Income Inequality In High Income And Developing Countries, 1990-2010," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 16(2), pages 5-24.
    13. Lori M. Hunter & Catherine B. Talbot & Dylan Shane Connor & Miriam Counterman & Johannes H. Uhl & Myron P. Gutmann & Stefan Leyk, 2020. "Change in U.S. Small Town Community Capitals, 1980–2010," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 39(5), pages 913-940, October.
    14. Tatjana Miljkovic & Ying-Ju Chen, 2021. "A new computational approach for estimation of the Gini index based on grouped data," Computational Statistics, Springer, vol. 36(3), pages 2289-2311, September.
    15. Piet, Laurent, 2017. "Concentration of the agricultural production in the EU: the two sides of a coin," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261439, European Association of Agricultural Economists.
    16. Loughrey, Jason & Donnellan, Trevor & Lennon, John, 2016. "The Inequality of Farmland Size in Western Europe," 90th Annual Conference, April 4-6, 2016, Warwick University, Coventry, UK 236341, Agricultural Economics Society.
    17. Loughrey, Jason James & Donnellan, Trevor, 2017. "Inequality and Concentration in Farmland Size: A Regional Analysis for Western Europe," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261112, European Association of Agricultural Economists.

  7. Patrick Mccloughan & Esmaiel Abounoori, 2003. "How to estimate market concentration given grouped data," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 973-983.

    Cited by:

    1. Irving Fisher Committee, 2013. "Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012," IFC Bulletins, Bank for International Settlements, number 36, June.
    2. Maurizio Naldi & Marta Flamini, 2017. "Censoring and Distortion in the Hirschman–Herfindahl Index Computation," Economic Papers, The Economic Society of Australia, vol. 36(4), pages 401-415, December.
    3. Maurizio Naldi & Marta Flamini, 2018. "Dynamics of the Hirschman–Herfindahl Index under New Market Entries," Economic Papers, The Economic Society of Australia, vol. 37(3), pages 344-362, September.
    4. Patrick McCloughan, 2005. "What’s Been Happening To Concentration in Irish Industry 1991-2001," The Economic and Social Review, Economic and Social Studies, vol. 36(2), pages 127-156.
    5. Fernando Ávila & Emilio Flores & Fabrizio López-Gallo & Javier Márquez, 2013. "Concentration indicators: assessing the gap between aggregate and detailed data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 542-559, Bank for International Settlements.

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Featured entries

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  1. MENA Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ARA: MENA - Middle East and North Africa (1) 2014-10-17
  2. NEP-CWA: Central and Western Asia (1) 2014-10-17
  3. NEP-FDG: Financial Development and Growth (1) 2014-10-17
  4. NEP-PBE: Public Economics (1) 2014-10-17

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