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A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges
5 references·16 citing·41 second hop
A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges (1977)A Comparative Analysis of Stock Price Beh…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Predictability of Stock Market Prices. (1971)Predictability of Stock Marke…The Random Character of Stock Market Prices (1968)The Random Character of Stock…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Analysis of Economic Time-Series-Part I: Prices (1953)The Analysis of Economic Time…Examination of the profitability of technical analysis based on moving average strategies in BRICS (2018)Examination of the profitabil…Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India (2014)Stock returns predictability …Market efficiency of the Post Communist East European stock markets (2013)Market efficiency of the Post…Cointegration of Indian stock markets with other leading stock markets (2009)Cointegration of Indian stock…Stock-market efficiency in thin-trading markets: the case of the Vietnamese stock market (2008)Stock-market efficiency in th…Market Efficiency in Emerging Stock Market (2008)Market Efficiency in Emerging…Fractionally integrated process for transition economics (2005)Fractionally integrated proce…Time Varying Volatility in the Indian Stock Market (2004)Time Varying Volatility in th…Macroeconomic Factors and Pakistani Equity Market” (2004)Macroeconomic Factors and Pak…Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1 (2000)Weak-form market efficiency o…Co-Movements of European Equity Markets Before and After the 1987 Crash (1997)Co-Movements of European Equi…A note on the informational efficiency of emerging stock markets (1993)A note on the informational e…Short-run Share Price Behaviour: New Evidence on Weak Form of Market Efficiency (1991)Short-run Share Price Behavio…Stock markets in developing countries : key issues and a research agenda (1990)Stock markets in developing c…The behavior of the stock market in a developing economy (1986)The behavior of the stock mar…The behavior of stock prices on LDC markets (1985)The behavior of stock prices …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Causal relationship between macro-economic indicators and stock exchange prices in Pakistan (2010)LONG-RUN AND SHORT-RUN RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND STOCK PRICES IN PAKISTAN The Case of Lahore Stock Exchange (2016)The Impact of Macroeconomic Indicators on Indian Stock Prices: An Empirical Analysis (2017)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran (2012)Multifractal detrended cross-correlation analysis of carbon and crude oil markets (2014)How did China’s foreign exchange reform affect the efficiency of foreign exchange market? (2017)Risk measurement when shares are subject to infrequent trading (1979)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)Interdependence of international equity variances: Evidence from East Asian markets (2007)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Transmission of Volatility Between Stock Markets (1989)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia (2004)Quantifying the Behavior of Stock Correlations Under Market Stress (2012)Integration of emerging stock markets with global stock markets (2015)Permanent and Temporary Components of Stock Prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Tests of Weak‐Form Efficiency of the Dhaka Stock Exchange (2005)The efficient market hypothesis: Evidence from ten African stock markets (2007)Analysis the Determinants of Market Stock Price Movements: An Empirical Study of Jordanian Commercial Banks (2010)Optimal rules for ordering uncertain prospects (1975)Hyperbolic Distributions in Finance (1995)Fractional calculus and continuous-time finance (2000)Jump Risks and the Intertemporal Capital Asset Pricing Model (1984)Modelling financial time series (1987)Forecasting Intraday stock price trends with text mining techniques (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Rational Expectations and the Theory of Price Movements (1961)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1968The Random Character of Stock Market Prices926 cited
  • 1953The Analysis of Economic Time-Series-Part I: Prices831 cited
  • 1971Predictability of Stock Market Prices.247 cited

Cited by

  • 1997Co-Movements of European Equity Markets Before and After the 1987 Crash125 cited
  • 2004Macroeconomic Factors and Pakistani Equity Market”107 cited
  • 1985The behavior of stock prices on LDC markets106 cited
  • 2000Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1100 cited
  • 2005Fractionally integrated process for transition economics91 cited
  • 2018Examination of the profitability of technical analysis based on moving average strategies in BRICS78 cited
  • 2014Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India75 cited
  • 2008Market Efficiency in Emerging Stock Market75 cited
  • 2013Market efficiency of the Post Communist East European stock markets69 cited
  • 2004Time Varying Volatility in the Indian Stock Market

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68 cited
  • 1986The behavior of the stock market in a developing economy64 cited
  • 2009Cointegration of Indian stock markets with other leading stock markets62 cited
  • 1990Stock markets in developing countries : key issues and a research agenda60 cited
  • 2008Stock-market efficiency in thin-trading markets: the case of the Vietnamese stock market49 cited
  • 1993A note on the informational efficiency of emerging stock markets39 cited
  • 1991Short-run Share Price Behaviour: New Evidence on Weak Form of Market Efficiency37 cited