Cyclicality in Financial Asset Price Series. Theoretical Considerations, and Application to the CAC 240 Stock Index Series.
| Year of publication: |
1995
|
|---|---|
| Authors: | Bolgot, S. ; Lacharme, J.P. ; Lesourd, J.B. |
| Institutions: | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) |
| Subject: | FINANCIAL MARKET | STOCK MARKET | SHARES | BUSINESS CYCLES | INFORMATION |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 16 pages |
| Classification: | C22 - Time-Series Models ; C41 - Duration Analysis ; E32 - Business Fluctuations; Cycles ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10005669484