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ArticleNONLINEARITIES IN EMERGING FOREIGN CAPITAL MARKETS

Susan P. Sewell1993

Article1993

NONLINEARITIES IN EMERGING FOREIGN CAPITAL MARKETS

Susan P. Sewell · Stanley R. Stansell · Ming‐Shiun Pan

49 citations·0/0 files stored·Journal of Business Finance &amp Accounting

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Finance, Markets, and Regulation

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References

1992ARCH modeling in finance 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1996A test for independence based on the correlation dimension 1988Permanent and Temporary Components of Stock Prices 1991Chaos and Nonlinear Dynamics: Application to Financial Markets 1989Nonlinear Dynamics and Stock Returns 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates 1988Is the business cycle characterized by deterministic chaos?

Cited by

2005A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs 1999The differentiation of 'emerging' equity markets 2003STOCK RETURN AND MACROECONOMIC FUNDAMENTALS IN MODEL- SPECIFICATION FRAMEWORK : EVIDENCE FROM INDIAN STOCK MARKET 2006TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA 1997Stock return volatility and information: an empirical analysis of Pacific Rim, UK and US equity markets

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Year1993

Typearticle

Published1993-01-01

VenueJournal of Business Finance &amp Accounting

ISSN-L0306-686X

Languageen

Citations49

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1468-5957.1993.tb00662.x

openalex_workW2001121254

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2006

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2010Chaotic Processes of Common Stock Index Returns: An Empirical Examination on Istanbul Stock Exchange (ISE) Market