The behavior of stock prices on LDC markets

Journal of Banking and Finance

Volumn 9, Issue 4, 1985, Pages 561-575

  Errunza, Vihang R ^a   Losq, Etienne ^a,b  

^a MCGILL UNIVERSITY   (Canada)

^b ESSEC BUSINESS SCHOOL   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000096183     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(85)90007-X     Document Type: Article

References (23)

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7. The behaviour of stock market prices
8. Information dissemination, market efficiency and the frequency of transactions
9. Relative strength — An indicator for investment in the equity market
10. The behavior of equity securities on the German stock exchange
11. Random walks martingales and the OTC
12. International equity and bond returns
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15. Expectations models of asset prices A survey of theory
16. International diversification
17. The stock market in Greece
18. The stock market in Spain: Tests of efficiency and capital market theory
19. The distribution of share price changes
20. Stochastic processes of common stock returns: An empirical examination
21. A comparative analysis of stock price behavior on the Bombay London and New York stock exchanges
22. Note on the validity of the random walk for European stock prices