Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data
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- Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011. "Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data," MPRA Paper 32043, University Library of Munich, Germany.
References listed on IDEAS
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- Pär Österholm & Erik Hjalmarsson, 2007. "Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated," IMF Working Papers 07/141, International Monetary Fund.
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- Chen, Nai-Fu & Roll, Richard & Ross, Stephen A, 1986. "Economic Forces and the Stock Market," The Journal of Business, University of Chicago Press, vol. 59(3), pages 383-403, July.
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- Michael McCrae & Henrik Nilsson, 2001. "The explanatory and predictive power of different specifications of the Ohlson (1995) valuation models," European Accounting Review, Taylor & Francis Journals, vol. 10(2), pages 315-341.
- Lorenzo Valdés Arturo & Durán Vázquez Rocío, 2010. "Ohlson model by panel cointegration with Mexican data," Contaduría y Administración, Accounting and Management, vol. 55(3), pages 131-142, septiembr.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2013.
"Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV
[A GARCH model with autor," MPRA Paper 46328, University Library of Munich, Germany.
- Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011.
"Valuación de acciones mexicanas mediante los modelos de Ohlson y Ohlson-Beta para firmas con ciclos de corto y largo plazos: Un análisis de cointegración
[Valuation of Mexican stocks with the Olhso," MPRA Paper 33054, University Library of Munich, Germany.
- Arturo Lorenzo Valdés & Rocío Durán Vázquez & Leticia Armenta Fraire, 2012. "Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico," Remef - The Mexican Journal of Economics and Finance, Instituto Mexicano de Ejecutivos de Finanzas. Remef, October.
- Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2012.
"Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones
[A GARCH model with autorregresive conditional asymme," MPRA Paper 42548, University Library of Munich, Germany.
More about this item
KeywordsOhlson Model; Latin America; Cointegration;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- M40 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-18 (All new papers)
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