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Spectral analysis of stock market prices

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  • Bertoneche, Marc L.

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  • Bertoneche, Marc L., 1979. "Spectral analysis of stock market prices," Journal of Banking & Finance, Elsevier, vol. 3(2), pages 201-208, July.
    • Handle: RePEc:eee:jbfina:v:3:y:1979:i:2:p:201-208
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    Cited by:

    1. Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department.
    2. Dinu AIRINEI & Daniel HOMOCIANU, 2019. "Using the GiPlot Online Interactive Tool to Explore Business and Financial Data in the Context of the Ex Post Component of the Audit," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 17(156), pages 628-628.
    3. Elyasiani, Elyas & Perera, Priyal & Puri, Tribhuvan N., 1998. "Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners," Journal of Multinational Financial Management, Elsevier, vol. 8(1), pages 89-101, January.
    4. Yochanan Shachmurove, "undated". "Dynamic Daily Returns Among Latin Americans and Other Major World Stock Markets," Penn CARESS Working Papers e5ba8f857b7ab5742bd6c3467, Penn Economics Department.
    5. Axel Grossmann & Emiliano Giudici & Marc Simpson, 2014. "Euro conversion and return dynamics of European financial markets: a frequency domain approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 1-26, January.
    6. Andrey Kudryavtsev & Gil Cohen & Julia Pavlodsky, 2012. "Incorporating Weekend Information in Stock Prices: Evidence from Israeli Stock Market," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 1(4), pages 1-1.
    7. Yochanan Shachmurove, "undated". "Portfolio Analysis of Latin American Stock Markets," Penn CARESS Working Papers 33820afad90814b2158b0366c, Penn Economics Department.
    8. Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson, 2003. "Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange," ICMA Centre Discussion Papers in Finance icma-dp2003-14, Henley Business School, University of Reading.
    9. Schmidt, Reinhart & Ahrens, Lutz, 1979. "Explanation of stock price behavior by computer-aided content analysis," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 72, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    10. Grossmann, Axel & Love, Inessa & Orlov, Alexei G., 2014. "The dynamics of exchange rate volatility: A panel VAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 1-27.
    11. Smimou, K., 2011. "Transition to the Euro and its impact on country portfolio diversification," Research in International Business and Finance, Elsevier, vol. 25(1), pages 88-103, January.
    12. Leyuan You & Robert Daigler, 2010. "The strength and source of asymmetric international diversification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(3), pages 349-364, July.
    13. You, Leyuan & Daigler, Robert T., 2010. "Is international diversification really beneficial?," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 163-173, January.

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