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Mean reversion in GNP and stock prices : an adjustment cost hypothesis
Basu, Parantap
- In:
Kyklos : international review for social sciences
46
(
1993
)
1
,
pp. 87-104
Persistent link: https://www.econbiz.de/10001149762
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Trade opening and the behavior of emerging stock market prices
Basu, Parantap
;
Morey, Matthew R.
- In:
Journal of economic integration
20
(
2005
)
1
,
pp. 68-92
Persistent link: https://www.econbiz.de/10003052023
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Mean reversion in stock prices : implications from a production based asset pricing model
Basu, Parantap
- In:
The Scandinavian journal of economics
96
(
1994
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10001157537
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A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements
Basu, Parantap
;
Samanta, Prodyot
-
1999
Persistent link: https://www.econbiz.de/10000950387
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Universal banking, asymmetric information and the stock market
Banerji, Sanjay
;
Basu, Parantap
- In:
Economic modelling
60
(
2017
),
pp. 180-193
Persistent link: https://www.econbiz.de/10011734195
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