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Stock Market Reaction To German Reunification

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  • Jahangir Sultan

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Suggested Citation

  • Jahangir Sultan, 1995. "Stock Market Reaction To German Reunification," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(6), pages 831-844, September.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:6:p:831-844
    DOI: 10.1111/j.1468-5957.1995.tb00391.x
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    References listed on IDEAS

    as
    1. Lamoureux, Christopher G & Lastrapes, William D, 1990. "Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects," Journal of Finance, American Finance Association, vol. 45(1), pages 221-229, March.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(1), pages 109-126, March.
    4. Akgiray, Vedat, 1989. "Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts," The Journal of Business, University of Chicago Press, vol. 62(1), pages 55-80, January.
    5. Engle, Robert F & Lilien, David M & Robins, Russell P, 1987. "Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model," Econometrica, Econometric Society, vol. 55(2), pages 391-407, March.
    6. Cumby, Robert E & Glen, Jack D, 1990. "Evaluating the Performance of International Mutual Funds," Journal of Finance, American Finance Association, vol. 45(2), pages 497-521, June.
    7. repec:bla:jfinan:v:44:y:1989:i:5:p:1115-53 is not listed on IDEAS
    8. Reiner Porstmann, 1990. "Economic Problems of Reunification in Germany," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 17(10), pages 42-47, October.
    9. Hamao, Yasushi & Masulis, Ronald W & Ng, Victor, 1990. "Correlations in Price Changes and Volatility across International Stock Markets," The Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 281-307.
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