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Extrem equity valuation ratios and stock market investments

Reschreiter, Andreas - In: Applied financial economics 19 (2009) 4/6, pp. 433-438

Persistent link: https://www.econbiz.de/10003828799

Booms and busts in China's stock market : estimates based on fundamentals

Bondt, Gabe J. de; Peltonen, Tuomo; Santabárbara, Daniel - In: Applied financial economics 21 (2011) 4/6, pp. 287-300

Persistent link: https://www.econbiz.de/10009124593

Financial analysts' stock recommendation revisions and stock price changes

Zhang, Yonghe; Chan, Chia-chung - In: Applied financial economics 18 (2008) 4/6, pp. 309-325

Persistent link: https://www.econbiz.de/10003739106

Extreme dependence in the NASDAQ and S&P 500 composite indexes

Galbraith, John W.; Zernov, Serguei - In: Applied financial economics 19 (2009) 13/15, pp. 1019-1028

Dependence among large observations in equity markets is usually examined using second-moment models such as those from the GARCH or SV classes. Such models treat the entire set of returns, and tend to produce similar estimates on different major equity markets, with a sum of estimated GARCH...

Persistent link: https://www.econbiz.de/10003885996