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The behavior of stock prices on LDC markets

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  • Errunza, Vihang R.
  • Losq, Etienne
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-474XW3M-7/2/2093f85e9e62056241a0e6a3900d22b8
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 9 (1985)
    Issue (Month): 4 (December)
    Pages: 561-575

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    Handle: RePEc:eee:jbfina:v:9:y:1985:i:4:p:561-575

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    Web page: http://www.elsevier.com/locate/jbf

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    Cited by:
    1. Felix Schindler, 2013. "Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 44-90, January.
    2. Lee, Suk Hun & Sung, Hyun Mo & Urrutia, Jorge L., 1996. "The behavior of secondary market prices of LDC syndicated loans," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 537-554, April.
    3. Demirguc-Kunt, Ash & Levine, Ross, 1996. "Stock Market Development and Financial Intermediaries: Stylized Facts," World Bank Economic Review, World Bank Group, vol. 10(2), pages 291-321, May.
    4. Eaker, Mark R. & Grant, Dwight, 2002. "The wealth effects of portfolio rebalancing in emerging equity markets," Journal of Multinational Financial Management, Elsevier, vol. 12(1), pages 79-88, February.
    5. Korajczyk, Robert A, 1996. "A Measure of Stock Market Integration for Developed and Emerging Markets," World Bank Economic Review, World Bank Group, vol. 10(2), pages 267-89, May.
    6. Errunza, Vihang & Hogan, Kedreth Jr. & Mazumdar, Sumon C., 1996. "Behavior of international stock return distributions: A simple test of functional form," International Review of Economics & Finance, Elsevier, vol. 5(1), pages 51-61.
    7. Chuang, I-Yuan & Lu, Jin-Ray & Tswei, Keshin, 2007. "Interdependence of international equity variances: Evidence from East Asian markets," Emerging Markets Review, Elsevier, vol. 8(4), pages 311-327, December.
    8. Felix Schindler, 2014. "Persistence and Predictability in UK House Price Movements," The Journal of Real Estate Finance and Economics, Springer, vol. 48(1), pages 132-163, January.
    9. Ming-Shiun Pan & L. Hsueh, 1998. "Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets," Asia-Pacific Financial Markets, Springer, vol. 5(3), pages 211-225, November.
    10. Lim Kai Jie, Shawn & Chadha, Pavneet & Lau, Joshua & Potdar, Nishad, 2012. "Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency," MPRA Paper 41834, University Library of Munich, Germany.
    11. Husain, Fazal & Forbes, Kevin, 1999. "Efficiency in a Thinly Traded Market: The Case of Pakistan," MPRA Paper 5355, University Library of Munich, Germany.

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