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Determinants of share price movements in emerging equity markets:: Some evidence from america's past

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  • Grossman, Peter Z.

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  • Grossman, Peter Z., 2000. "Determinants of share price movements in emerging equity markets:: Some evidence from america's past," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(3), pages 355-374.
    • Handle: RePEc:eee:quaeco:v:40:y:2000:i:3:p:355-374
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    1. Snowden, Kenneth A., 1990. "Historical returns and security market development, 1872-1925," Explorations in Economic History, Elsevier, vol. 27(4), pages 381-420, October.
    2. Geoffrey H. Moore, 1961. "Business Cycle Indicators, Volume 1," NBER Books, National Bureau of Economic Research, Inc, number moor61-1, March.
    3. Fama, Eugene F, 1991. "Efficient Capital Markets: II," Journal of Finance, American Finance Association, vol. 46(5), pages 1575-1617, December.
    4. De Bondt, Werner F M & Thaler, Richard, 1985. "Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
    5. Geoffrey H. Moore, 1961. "Business Cycle Indicators, Volume 2, Basic Data on Cyclical Indicators," NBER Books, National Bureau of Economic Research, Inc, number moor61-2, March.
    6. Geoffrey H. Moore, 1961. "Introduction to "Business Cycle Indicators, Volume 1"," NBER Chapters, in: Business Cycle Indicators, Volume 1, pages -13--1, National Bureau of Economic Research, Inc.
    7. Bekaert, Geert, 1995. "Market Integration and Investment Barriers in Emerging Equity Markets," The World Bank Economic Review, World Bank, vol. 9(1), pages 75-107, January.
    8. Geoffrey H. Moore, 1961. "Appendices to "Business Cycle Indicators, Volume 1"," NBER Chapters, in: Business Cycle Indicators, Volume 1, pages 669-767, National Bureau of Economic Research, Inc.
    9. Black, Fischer, 1986. "Noise," Journal of Finance, American Finance Association, vol. 41(3), pages 529-543, July.
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