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Common and country-specific components in national stock prices

✍ Scribed by Ou Hu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of the common and country-spe

✍ Yoshiro Tsutsui; Kenjiro Hirayama 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 184 KB

Fundamental and nonfundamental component

✍ Heetaik Chung; Bong-Soo Lee 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 425 KB

Estimating the Mean-reverting Component

✍ Liam A. Gallagher; Lucio Sarno; Mark P. Taylor 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 557 KB

Identifying Permanent and Temporary Comp

✍ Bonnie Ray; Shaw Chen; Jeffrey Jarrett 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 877 KB

A common specification of price, output,

✍ Dewald, William G. ;Marchon, Maurice N. 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 1023 KB

Common and country-specific fluctuations

✍ Allan W. Gregory; Allen C. Head 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 412 KB