A short-run pricing model for a speculative asset, tested with data from the gold bullion market

A. Koutsoyiannis

103 citations0/0 files storedApplied Economics

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Market Dynamics and Volatility Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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(1983). A short-run pricing model for a speculative asset, tested with data from the gold bullion market. Applied Economics: Vol. 15, No. 5, pp. 563-581.

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1965The Behavior of Stock-Market Prices 1969The Adjustment of Stock Prices to New Information 1957Theory of the Consumption Function 2003The Adjustment of Stock Prices to New Information 1939Value and Capital 1958A Theory of the Consumption Function

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