Persistent cointegration and regime-sensitive market leadership: Evidence from international tobacco stocks

Juan Manuel Martín-Álvarez, Aida Galiano, Brenda Vázquez-La Hoz, Miguel Flores

Open source

DOI
10.1016/j.jfds.2026.100178
Published
12
Container
Journal of Finance and Data Science
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1016/j.jfds.2026.100178,
  title = {Persistent cointegration and regime-sensitive market leadership: Evidence from international tobacco stocks},
  author = {Juan Manuel Martín-Álvarez and Aida Galiano and Brenda Vázquez-La Hoz and Miguel Flores},
  year = {2025},
  journal = {Journal of Finance and Data Science},
  doi = {10.1016/j.jfds.2026.100178},
  url = {https://doi.org/10.1016/j.jfds.2026.100178}
}

RIS

TY  - JOUR
TI  - Persistent cointegration and regime-sensitive market leadership: Evidence from international tobacco stocks
AU  - Juan Manuel Martín-Álvarez
AU  - Aida Galiano
AU  - Brenda Vázquez-La Hoz
AU  - Miguel Flores
PY  - 2025
JO  - Journal of Finance and Data Science
DO  - 10.1016/j.jfds.2026.100178
UR  - https://doi.org/10.1016/j.jfds.2026.100178
ER  - 

APA

Martín-Álvarez, J. M., Galiano, A., Hoz, B. V., & Flores, M. (2025). Persistent cointegration and regime-sensitive market leadership: Evidence from international tobacco stocks. Journal of Finance and Data Science. https://doi.org/10.1016/j.jfds.2026.100178

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