Equilibrium Correlation of Asset Price and Return
Year of publication: |
2005-11
|
---|---|
Authors: | Leung, Charles Ka Yui |
Institutions: | Chinese University of Hong Kong, Department of Economics |
Subject: | rational expectation | price and return | serial and cross correlation | market efficiency | predictability |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | E30 - Prices, Business Fluctuations, and Cycles. General ; G10 - General Financial Markets. General ; R20 - Household Analysis. General |
Source: |
-
Equilibrium Correlation of Asset Price and Return
Leung, Charles Ka Yui, (2005)
-
Equilibrium Correlations of Asset Price and Return
Leung, Charles, (2007)
-
Agreement in Stock Selection by Following Fundamental and Technical Analysis on Nifty Stocks
Raval, Vishvesh H., (2013)
- More ...
-
Housing Price Dispersion: an empirical investigation
Leung, Charles Ka Yui, (2005)
-
Macroeconomics and Housing: A Review of the Literature
Leung, Charles Ka Yui, (2004)
-
Intrinsic Cycles of Land Price: A Simple Model
Leung, Charles Ka Yui, (2005)
- More ...