Geoffrey Ngene

Mercer University - Eugene W. Stetson School of Business and Economics

1400 Coleman Av

Macon, GA 31207

United States

SCHOLARLY PAPERS

4

DOWNLOADS

61

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Fundamentals Versus Speculation: What Really Drives Spillovers and Informed Trading in Futures and Spot Markets of Refined Petroleum Products?

Number of pages: 37 Posted: 10 Jun 2013
Geoffrey Ngene and Peter Tauchner
Mercer University - Eugene W. Stetson School of Business and Economics and Mercer University - Eugene W. Stetson School of Business and Economics
Downloads 53 (447,960)

Abstract:

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Fundamentals, informed trading, information flow, asymmetric, nonlinear

2.

Momentum and Nonlinear Price Discovery in Sovereign Credit Risk and Equity Markets of the Organization of Islamic Cooperation (OIC) Countries

Jurnal Ekonomi Malaysia 46(2), 2012
Number of pages: 14 Posted: 31 Oct 2018
M. Kabir Hassan and Geoffrey Ngene
University of New Orleans - College of Business Administration - Department of Economics and Finance and Mercer University - Eugene W. Stetson School of Business and Economics
Downloads 8 (702,256)

Abstract:

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price discovery, financial integration CDS, sovereign bonds, equity index, credit risk

3.

Time-Varying and Spatial Herding Behavior in the U.S. Housing Market: Evidence from Direct Housing Prices

Journal of Real Estate Finance and Economics, Vol. 54, No. 4, 2017
Posted: 31 Mar 2017
Geoffrey Ngene, Daniel Sohn and M. Kabir Hassan
Mercer University - Eugene W. Stetson School of Business and Economics, Independent and University of New Orleans - College of Business Administration - Department of Economics and Finance

Abstract:

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Herding; CSAD; Housing market; Regimes; Switching regression

4.

Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets

Journal of Real Estate Finance and Economics, Vol. 50, No. 4, 2015
Posted: 09 Apr 2015
Geoffrey Ngene, Charles Lambert and Ali F. Darrat
Mercer University - Eugene W. Stetson School of Business and Economics, Independent and Louisiana Tech University - College of Business

Abstract:

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Long memory; Structural breaks; Regional housing prices; Regimes