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subject:"Share price"
~type_genre:"Working Paper"
~subject:"Volatilität"
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ECONIS (ZBW)
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2601
Takeover activity and share returns in Australia : an error correction modelling approach
Wickramanayake, Jayasinghe
-
1994
Persistent link: https://www.econbiz.de/10000927669
Saved in:
2602
La curva dei rendimenti dei BOT come misura dei tassi futuri attesi
Grande, Giuseppe
-
1994
Persistent link: https://www.econbiz.de/10013439044
Saved in:
2603
Trade concentration hypotheses : an empirical test of information vs. demand models on the Helsinki stock exchange
Hedvall, Kaj
-
1993
Persistent link: https://www.econbiz.de/10000147083
Saved in:
2604
Comportamiento reciente del mercado accionario chileno : una aplicación de tests de volatilidad y eficiencia
Basch H., Miguel
;
Budnevich L., Carlos
-
1993
Persistent link: https://www.econbiz.de/10000884104
Saved in:
2605
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
2606
Circumstantial evidence of the influence of estate agents on exchange price and market reserve price
Wilson, Patrick James
-
1993
Persistent link: https://www.econbiz.de/10000970826
Saved in:
2607
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870606
Saved in:
2608
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
-
rev
Persistent link: https://www.econbiz.de/10000142591
Saved in:
2609
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10000136605
Saved in:
2610
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
2611
Some tests for parameter instability in the market model : an application to stocks traded on the StSE
Setterblad, Johan
-
1992
Persistent link: https://www.econbiz.de/10000830474
Saved in:
2612
Does exchange rate volatility hinder export growth? : Additional evidence
Qian, Ying
-
1992
Persistent link: https://www.econbiz.de/10000839720
Saved in:
2613
Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David
;
Feliz, Raúl Aníbal
-
1992
-
1. ed
Persistent link: https://www.econbiz.de/10000889335
Saved in:
2614
Business cycle volatility and openess : an exploratory cross-section analysis
Razin, Assaf
-
1992
Persistent link: https://www.econbiz.de/10013416490
Saved in:
2615
A tax-based test of the dividend signaling hypothesis
Bernheim, Bert Douglas
-
1992
Persistent link: https://www.econbiz.de/10013416499
Saved in:
2616
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
2617
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
;
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1991
Persistent link: https://www.econbiz.de/10000825535
Saved in:
2618
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
-
1991
Persistent link: https://www.econbiz.de/10013421852
Saved in:
2619
The statistical and economic significance of the predictability of excess returns of common stocks
Pesaran, M. Hashem
;
Timmermann, Alan G.
-
1990
Persistent link: https://www.econbiz.de/10000130935
Saved in:
2620
Takeover bids and the relative prices of shares with different voting rights
Rydqvist, Kristian
-
1990
Persistent link: https://www.econbiz.de/10000798395
Saved in:
2621
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
;
Obstfeld, Maurice
-
1989
Persistent link: https://www.econbiz.de/10000761140
Saved in:
2622
Empirical evidence on the dynamics of economic forces on a thin stock market
Östermark, Ralf
-
1989
Persistent link: https://www.econbiz.de/10000761457
Saved in:
2623
Comovements in stock prices and comovements in dividends
Shiller, Robert J.
-
1989
Persistent link: https://www.econbiz.de/10000762649
Saved in:
2624
Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
2625
Public opinion on the determinants of the aggregate German stock market
Lütkepohl, Helmut
;
Schlote, Klaus Wilhelm
-
1989
Persistent link: https://www.econbiz.de/10000769116
Saved in:
2626
Testing strategic bargaining models using stock market data
Tracy, Joseph S.
-
1988
Persistent link: https://www.econbiz.de/10000757863
Saved in:
2627
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
2628
The stabilization of the U.S. economy evidence from the stock market
Shapiro, Matthew D.
-
1988
Persistent link: https://www.econbiz.de/10000758561
Saved in:
2629
Seasonality in the risk-return relationship : some international evidence
Corhay, Albert
;
Hawawini, Gabriel A.
;
Michel, Pierre A.
-
1987
Persistent link: https://www.econbiz.de/10011822533
Saved in:
2630
Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
Saved in:
2631
Cointegration and tests of present value models
Campbell, John Y.
;
Shiller, Robert J.
-
1986
Persistent link: https://www.econbiz.de/10000694815
Saved in:
2632
Corporate financial decisions and future earnings performance : the case of initiating dividends
Healy, Paul M.
;
Palepu, Krishna G.
-
1986
-
Preliminary draft
Persistent link: https://www.econbiz.de/10001678071
Saved in:
2633
The effects of partial government ownership on stock prives
Eckel, C. C.
;
Vermaelen, T.
-
1984
Persistent link: https://www.econbiz.de/10002092744
Saved in:
2634
The reaction of stock prices to unanticipated changes in money
Pearce, Douglas K.
;
Roley, V. Vance
-
1982
-
Rev
Persistent link: https://www.econbiz.de/10002619436
Saved in:
2635
Estimated effects of relative prices on trade shares
Fair, Ray C.
-
1981
Persistent link: https://www.econbiz.de/10002131337
Saved in:
2636
Explanations of exchange-rate volatility and other empirical regularities in some popular models of the foreign exchange market
Flood, Robert P.
-
1981
Persistent link: https://www.econbiz.de/10009570352
Saved in:
2637
The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr
-
1972
Persistent link: https://www.econbiz.de/10001368376
Saved in:
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