Search Results

You are looking at 1 - 6 of 6 items :

  • Keyword: Stock markets x
  • United States x
Clear All Modify Search
Cointegration of International Stock Market Indices

Cointegration of International Stock Market Indices »

Source: Cointegration of International Stock Market Indices

Volume/Issue: 1994/94

Series: IMF Working Papers

Author(s): Ray Chou , Victor Ng , and Lynn Pi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1994

ISBN: 9781451950700

Keywords: stock market, stock markets, stock market prices, international capital

In this paper, we derive evidence on the integration of international stock markets from the cointegration properties of international stock market prices. Using the multivariate cointegration test of Johansen, we...

Winner-Loser Reversals in National Stock Market Indices

Winner-Loser Reversals in National Stock Market Indices »

Source: Winner-Loser Reversals in National Stock Market Indices : Can they Be Explained?

Volume/Issue: 1997/182

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1997

ISBN: 9781451859232

Keywords: International equity pricing, winner&;amp;#x2013;loser reversals, contrarian strategies, stock market, stock market indices, constant term, predictability, stock markets

This paper examines possible explanations for “winner–loser reversals” in the national stock market indices of 16 countries. There is no evidence that loser countries are riskier than winner co...

Asset Price Bubbles

Asset Price Bubbles »

Source: Asset Price Bubbles : A Selective Survey

Volume/Issue: 2013/45

Series: IMF Working Papers

Author(s): Anna Scherbina

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 February 2013

ISBN: 9781475515299

Keywords: Bubbles, Limits to Arbitrage, stock market, discount rate, mortgage, cash flows, financial economics, General,

Why do asset price bubbles continue to appear in various markets? This paper provides an overview of recent literature on bubbles, with significant attention given to behavioral models and rational models with fric...

Cointegration of International Stock Market Indices

Cointegration of International Stock Market Indices »

Volume/Issue: 1994/94

Series: IMF Working Papers

Author(s): Ray Chou , Victor Ng , and Lynn Pi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1994

DOI: http://dx.doi.org/10.5089/9781451950700.001

ISBN: 9781451950700

Keywords: stock market, stock markets, stock market prices, international capital

In this paper, we derive evidence on the integration of international stock markets from the cointegration properties of international stock market prices. Using the multivariate cointegration test of Johansen, we...

Winner-Loser Reversals in National Stock Market Indices
			: Can they Be Explained?

Winner-Loser Reversals in National Stock Market Indices : Can they Be Explained? »

Volume/Issue: 1997/182

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1997

DOI: http://dx.doi.org/10.5089/9781451859232.001

ISBN: 9781451859232

Keywords: International equity pricing, winner&;amp;#x2013;loser reversals, contrarian strategies, stock market, stock market indices, constant term, predictability, stock markets

This paper examines possible explanations for “winner–loser reversals” in the national stock market indices of 16 countries. There is no evidence that loser countries are riskier than winner co...

Asset Price Bubbles
			: A Selective Survey

Asset Price Bubbles : A Selective Survey »

Volume/Issue: 2013/45

Series: IMF Working Papers

Author(s): Anna Scherbina

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 February 2013

DOI: http://dx.doi.org/10.5089/9781475515299.001

ISBN: 9781475515299

Keywords: Bubbles, Limits to Arbitrage, stock market, discount rate, mortgage, cash flows, financial economics, General,

Why do asset price bubbles continue to appear in various markets? This paper provides an overview of recent literature on bubbles, with significant attention given to behavioral models and rational models with fric...