Shanghai Stock Prices as Determined by the Present-Value Model
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Comparative Economics.
Volume (Year): 27 (1999)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/inca/622864
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Gregory C. Chow, 2003. "A Time-Series Analysis of the Shanghai and New York Stock Price Indices," General Economics and Teaching 0306008, EconWPA.
- Gregory C. Chow & Caroline C. Lawler, 2003. "A Time Series Analysis of the Shanghai and New York Stock Price Indices," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 17-35, May.
- Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012.
"Is the Chinese stock market really inefficient?,"
China Economic Review,
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- Magomet Yandiev, 2011. "The Damped Fluctuations as a Base of Market Quotations," Working Papers 0003, Moscow State University, Faculty of Economics.
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