SCOPUS 정보 검색 플랫폼

Volumn 98, Issue 4, 1996, Pages 603-612

Inviting excess volatility? Opening up a small stock market to international investors

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Indexed keywords

EID: 0030502408 PISSN: 03470520 EISSN: None Source Type: Journal
DOI: 10.2307/3440886 Document Type: Article

Times cited : (6)

References (12)

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- Asset pricing with in- and outflow constraints - Theory and empirical evidence from Sweden
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- Bergström, C.¹ Rydqvist, K.² Sellin, P.³

3
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- Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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- Bollerslev, T.¹ Wooldridge, J.²

4
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- The composition of stock price indices and the excess volatility puzzle
- Drees, B. and Eckwert, B.: The composition of stock price indices and the excess volatility puzzle. International Review of Economics and Finance 4, 29-36, 1995.
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- Drees, B.¹ Eckwert, B.²

5
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- Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation
- Engle, R.: Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation. Econometrica 50, 987-1008, 1982.
- (1982) Econometrica , vol.50 , pp. 987-1008
- Engle, R.¹

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- Efficient capital markets - A review of theory and empirical work
- Fama, E.: Efficient capital markets - a review of theory and empirical work. Journal of Finance 25, 383-417, 1970.
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- Fama, E.¹

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- Efficient capital markets II
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- Dynamic asset allocation and the informational efficiency of markets
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- John Wiley & Sons, New York
- Judge, G. G., Griffiths, W. E., Hill, R. C., Lutkepohl, H. and Lee, T. C.: The Theory and Practice of Econometrics, Second edition, John Wiley & Sons, New York, 1985.
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- Judge, G.G.¹ Griffiths, W.E.² Hill, R.C.³ Lutkepohl, H.⁴ Lee, T.C.⁵

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- Continuous auctions and insider trading
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- Institute for International Economic Studies WP 581, University of Stockholm
- Sellin, P.: Do foreign investors have a market impact on Swedish stock prices? Institute for International Economic Studies WP 581, University of Stockholm, 1994.
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