TESTING NON-LINEARITIES IN WORLD STOCK-MARKET PRICES

被引：10
|
作者：
DEGOOIJER, JG
机构：
来源：
ECONOMICS LETTERS | 1989年 / 31卷 / 01期
关键词：
D O I：
10.1016/0165-1765(89)90107-9
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：31 / 35
页数：5
相关论文
共 50 条
  • [1] EPISODIC NON-LINEARITIES AND MARKET EFFICIENCY IN THE MEXICAN STOCK MARKET
    Bonilla, Claudio A.
    Romero, Rafael
    Gutierrez, Elizabeth
    [J]. MANCHESTER SCHOOL, 2011, 79 (03): : 367 - 380
  • [2] Non-linearities in international prices
    Lee, Inkoo
    Park, Sang Soo
    Zachariadis, Marios
    [J]. CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 2023, 56 (03): : 1032 - 1062
  • [3] Non-linearities in the dynamics of oil prices
    Kisswani, Khalid M.
    Nusair, Salah A.
    [J]. ENERGY ECONOMICS, 2013, 36 : 341 - 353
  • [4] Persistence, non-linearities and structural breaks in European stock market indices
    Caporale, Guglielmo Maria
    Gil-Alana, Luis A.
    Poza, Carlos
    [J]. QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 2020, 77 : 50 - 61
  • [5] THE VOLATILITY OF STOCK-MARKET PRICES
    SHILLER, RJ
    [J]. SCIENCE, 1987, 235 (4784) : 33 - 37
  • [6] FORECASTING STOCK-MARKET PRICES
    UMSTEAD, DA
    [J]. JOURNAL OF FINANCE, 1977, 32 (02): : 427 - 441
  • [7] THE BEHAVIOR OF STOCK-MARKET PRICES
    FAMA, EF
    [J]. JOURNAL OF BUSINESS, 1965, 38 (01): : 34 - 105
  • [8] Non-linearities in the relationship of agricultural futures prices
    Beckmann, Joscha
    Czudaj, Robert
    [J]. EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS, 2014, 41 (01) : 1 - 23
  • [9] ASSET REVALUATIONS AND STOCK-MARKET PRICES
    SHARPE, IG
    WALKER, RG
    [J]. JOURNAL OF ACCOUNTING RESEARCH, 1975, 13 (02) : 293 - 310
  • [10] RANDOM NATURE OF STOCK-MARKET PRICES
    BARRETT, JF
    WRIGHT, DJ
    [J]. OPERATIONS RESEARCH, 1974, 22 (01) : 175 - 177
12345