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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