✦ LIBER ✦

Cointegration and tests of a present value model in the stock market

✍ Scribed by Han, Hsiang-Ling

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stock price volatility: tests for linear

✍ Yuhn, Ky-Hyang 📂 Article 📅 1996 🏛 Taylor and Francis Group 🌐 English ⚖ 188 KB

Fractional cointegration and tests of pr

✍ Guglielmo Maria Caporale; Luis A. Gil-Alana 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 175 KB

TESTING THE PRESENT VALUE MODEL OF EQUIT

✍ Terence C. Mills 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 489 KB

The Present Value Model of Stock Prices:

✍ Louis O. Scott 📂 Article 📅 1985 🏛 MIT Press 🌐 English ⚖ 215 KB

Cointegration tests of present value mod

✍ Allan Timmermann 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 1021 KB

A REVISIT OF INTERNATIONAL STOCK MARKET

✍ Xiao-Ming Li 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB