Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market
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More about this item
KeywordsStock prices; Present Value model; Variance Bounds Test; Cointegration; Equity Price Bubbles;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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