𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Volatility in US and European Equity Markets: An Assessment of Market Quality

✍ Scribed by Deniz Ozenbas; Robert A. Schwartz; Robert A. Wood


Book ID
108564025
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
213 KB
Volume
5
Category
Article
ISSN
1367-0271

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Transmission of equity returns and volat
✍ Andrew Worthington; Helen Higgs πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 125 KB

## Abstract This paper examines the transmission of equity returns and volatility among Asian equity markets and investigates the differences that exist in this regard between the developed and emerging markets. Three developed markets (Hong Kong, Japan and Singapore) and six emerging markets (Indo

An Alternative Estimation Method of the
✍ Martti Luoma; Petri SahlstrΓΆm; Reijo Ruuhela πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 109 KB

This paper develops a method to estimate the equity risk premium. The method exploits the Earn Back Period (EBP) formula presented by Luoma and Ruuhela (2001), which is a generalization of the P/E ratio. The EBP has a clear theoretical interpretation and can be used to compare stocks with different