Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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When are Contrarian Profits Due to Stock Market Overreaction?Lo, Andrew W. ; MacKinlay, A. CraigThe Review of financial studies, 1990-01, Vol.3 (2), p.175-205 [Periódico revisado por pares]New York, NY: Oxford University PressTexto completo disponível |
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2 |
Material Type: Artigo
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Volatility, Efficiency, and Trading: Evidence from the Japanese Stock MarketAMIHUD, YAKOV ; MENDELSON, HAIMThe Journal of finance (New York), 1991-12, Vol.46 (5), p.1765-1789 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
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3 |
Material Type: Artigo
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Long-Term Memory in Stock Market PricesLo, Andrew W.Econometrica, 1991-09, Vol.59 (5), p.1279-1313 [Periódico revisado por pares]Malden, MA: Econometric SocietyTexto completo disponível |
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4 |
Material Type: Artigo
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International Transmission of Stock Market MovementsEun, Cheol S. ; Shim, SangdalJournal of financial and quantitative analysis, 1989-06, Vol.24 (2), p.241-256 [Periódico revisado por pares]New York, USA: Cambridge University PressTexto completo disponível |
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5 |
Material Type: Artigo
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Stock Market Structure and VolatilityStoll, Hans R. ; Whaley, Robert E.The Review of financial studies, 1990-01, Vol.3 (1), p.37-71 [Periódico revisado por pares]New York, NY: Oxford University PressTexto completo disponível |
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6 |
Material Type: Artigo
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The Stock Market and InvestmentBarro, Robert J.The Review of financial studies, 1990-01, Vol.3 (1), p.115-131 [Periódico revisado por pares]New York, NY: Oxford University PressTexto completo disponível |
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7 |
Material Type: Artigo
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Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock MarketKonno, Hiroshi ; Yamazaki, HiroakiManagement science, 1991-05, Vol.37 (5), p.519-531 [Periódico revisado por pares]Linthicum, MD: INFORMSTexto completo disponível |
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8 |
Material Type: Artigo
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An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964-1989LOCKWOOD, LARRY J. ; LINN, SCOTT C.The Journal of finance (New York), 1990-06, Vol.45 (2), p.591-601 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
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9 |
Material Type: Artigo
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Correlations in Price Changes and Volatility across International Stock MarketsHamao, Yasushi ; Masulis, Ronald W. ; Ng, VictorThe Review of financial studies, 1990-01, Vol.3 (2), p.281-307 [Periódico revisado por pares]New York, NY: Oxford University PressTexto completo disponível |
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10 |
Material Type: Artigo
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Transmission of Volatility between Stock MarketsKing, Mervyn A. ; Wadhwani, SushilThe Review of financial studies, 1990-01, Vol.3 (1), p.5-33 [Periódico revisado por pares]New York, NY: Oxford University PressTexto completo disponível |