SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Analysing stock market behaviour in a small capital market
9 references·9 citing·44 second hop
Analysing stock market behaviour in a small capital market (1991)Analysing stock market behaviour in a sma…The demand for money in some major OPEC members: regression estimates and stability results (1986)The demand for money in some …The behavior of stock prices on LDC markets (1985)The behavior of stock prices …Emerging Markets: A New Opportunity for Improving Global Portfolio Performance (1983)Emerging Markets: A New Oppor…Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation (1982)Kalman filtering estimation o…International Capital Markets. (1976)International Capital Markets.Mathematical Methods in Investment and Finance (1975)Mathematical Methods in Inves…NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES (1973)NOTE ON THE VALIDITY OF THE R…Modern Factor Analysis (1968)Modern Factor AnalysisThe Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe (2017)Long-Term Stock Market Volati…Tunisian revolution and stock market volatility: evidence from FIEGARCH model (2015)Tunisian revolution and stock…Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model (2010)Forecasting financial volatil…The distribution of the extreme daily share returns in the Athens stock exchange (2006)The distribution of the extre…How rewarding is technical analysis? Evidence from Athens Stock Exchange (2006)How rewarding is technical an…Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange (2005)Dynamic volatility and extern…Stock Return Volatility and Market Crisis In Emerging Economies (2004)Stock Return Volatility and M…Macroeconomic factors and stock returns in a changing economic framework: the case of the Athens stock exchange (2001)Macroeconomic factors and sto…Stock market prices, 'causality' and efficiency: evidence from the Athens stock exchange (1998)Stock market prices, 'causali…Distributed Lags: A Survey (1967)The Demand for Money Revisited (1973)Econometric policy evaluation: A critique (1976)AN ECONOMETRIC INVESTIGATION OF MONEY DEMAND BEHAVIOR IN FOUR ASIAN DEVELOPING COUNTRIES (1989)Demand for M2 in an Emerging-Market Economy (1999)On the stability of demand for money in a developing economy (2003)Rational Expectations and the Theory of Price Movements (1961)Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Formulating and estimating dynamic linear rational expectations models (1980)The observable implications of self-fulfilling expectations (1985)BUBBLES AND FADS IN ASSET PRICES (1989)Vancouver's Gasoline-Price Wars: An Empirical Exercise in Uncovering Supergame Strategies (1992)The Analysis of Economic Time-Series-Part I: Prices (1953)Market and Industry Factors in Stock Price Behavior (1966)Is the Stock Market Efficient? (1989)Behavioural biases affecting investors’ decision-making process: a scale development approach (2021)Risk measurement when shares are subject to infrequent trading (1979)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1 (2000)Interdependence of international equity variances: Evidence from East Asian markets (2007)Examination of the profitability of technical analysis based on moving average strategies in BRICS (2018)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)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The impact of terrorism on European tourism (2018)The effects of geopolitical risks on the stock dynamics of China's rare metals: A TVP-VAR analysis (2020)Does a Government Response to COVID-19 Hurt the Stock Price of an Energy Enterprise? (2021)Political Risk and the Benefits of International Portfolio Diversification (1995)Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets (1999)BOARD STRUCTURE AND INTERNATIONAL POLITICAL RISK. (2002)An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns (1984)Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange (1986)Capital Flow Controls, International Asset Pricing, and Investors' Welfare: A Multi-Country Framework (1989)Investment Under Private Ownership: Optimality, Equilibrium and Stability (1974)The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency (1979)A nonparametric test of market timing (2003)Current patterns of parental authority. (1971)Individual differences in uses of humor and their relation to psychological well-being: Development of the Humor Styles Questionnaire (2003)Common methods variance detection in business research (2015)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1968Modern Factor Analysis3,177 cited
  • 1976International Capital Markets.202 cited
  • 1975Mathematical Methods in Investment and Finance195 cited
  • 1983Emerging Markets: A New Opportunity for Improving Global Portfolio Performance131 cited
  • 1973NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES117 cited
  • 1982Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation111 cited
  • 1985The behavior of stock prices on LDC markets106 cited
  • 1986The demand for money in some major OPEC members: regression estimates and stability results47 cited

Cited by

  • 2017Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe86 cited
  • 2015Tunisian revolution and stock market volatility: evidence from FIEGARCH model37 cited
  • 2010Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model37 cited
  • 2004Stock Return Volatility and Market Crisis In Emerging Economies37 cited
  • 1998Stock market prices, 'causality' and efficiency: evidence from the Athens stock exchange30 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2001
Macroeconomic factors and stock returns in a changing economic framework: the case of the Athens stock exchange
28 cited
  • 2005Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange28 cited
  • 2006The distribution of the extreme daily share returns in the Athens stock exchange28 cited
  • 2006How rewarding is technical analysis? Evidence from Athens Stock Exchange23 cited