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.:
- Donaldson, R Glen & Kamstra, Mark, 1996. "A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash," Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 333-83.
- Gregory C. Chow, 2003. "Econometrics and Economic Policy," Econometrics 0306004, EconWPA.
- Magomet Yandiev, 2011. "The Damped Fluctuations as a Base of Market Quotations," Working Papers 0003, Moscow State University, Faculty of Economics.
- Gregory C. Chow, 2003. "A Time-Series Analysis of the Shanghai and New York Stock Price Indices," General Economics and Teaching 0306008, EconWPA.
- Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011.
"Is the Chinese Stock Market Really Efficient,"
35219, University Library of Munich, Germany.
- 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.
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