Investor Overreaction in International Stock Markets

CFA Digest ◽

10.2469/dig.v30.n1.612 ◽

2000 ◽

Vol 30 (1) ◽

pp. 31-32

Author(s):

Janet Yuen

Keyword(s):

Stock Markets ◽

International Stock Markets

Download Full-text

Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets

CFA Digest ◽

10.2469/dig.v32.n2.1072 ◽

2002 ◽

Vol 32 (2) ◽

pp. 54-56

Author(s):

Keith H. Black

Keyword(s):

Stock Markets ◽

Earnings Forecasts ◽

International Stock Markets

Download Full-text

Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

CFA Digest ◽

10.2469/dig.v43.n3.37 ◽

2013 ◽

Vol 43 (3) ◽

Author(s):

Thomas M. Arnold

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

International Stock Markets ◽

The Cross

Download Full-text

Pemodelan Data Time Series Garch(1,1) Untuk Pasar Saham Indonesia

Jurnal Ilmiah Poli Rekayasa ◽

10.30630/jipr.11.1.15 ◽

2015 ◽

Vol 11 (1) ◽

pp. 13

Author(s):

Elfa Rafulta ◽

Roni Tri Putra

Keyword(s):

Time Series ◽

Stock Market ◽

Stock Markets ◽

Financial Data ◽

International Stock Markets

This paper introduced a method pengklusteran for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data.

Download Full-text

The Long-Run World Consumption Risk of International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1095174 ◽

2008 ◽

Cited By ~ 2

Author(s):

Jesper Rangvid

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Long Run ◽

Consumption Risk ◽

World Consumption

Download Full-text

Returns Synchronization and Daily Correlation Dynamics Between International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.180391 ◽

1999 ◽

Author(s):

Martin P.E. Martens ◽

Ser-Huang Poon

Keyword(s):

Stock Markets ◽

International Stock Markets

Download Full-text

Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2020136 ◽

2012 ◽

Author(s):

Turan G. Bali ◽

Nusret Cakici ◽

Frank J. Fabozzi

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

International Stock Markets ◽

The Cross

Download Full-text

The Long-Run World-Consumption Risk of International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.965657 ◽

2007 ◽

Author(s):

Jesper Rangvid

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Long Run ◽

Consumption Risk ◽

World Consumption

Download Full-text

From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions

International Review of Financial Analysis ◽

10.1016/j.irfa.2021.101663 ◽

2021 ◽

Vol 74 ◽

pp. 101663

Author(s):

Renatas Kizys ◽

Panagiotis Tzouvanas ◽

Michael Donadelli

Keyword(s):

Stock Markets ◽

Herd Immunity ◽

Role Of Government ◽

International Stock Markets

Download Full-text

Non-linear dynamic linkages in the international stock markets

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2006.11.013 ◽

2007 ◽

Vol 377 (1) ◽

pp. 173-180 ◽

Cited By ~ 19

Author(s):

Zeynel Abidin Ozdemir ◽

Esin Cakan

Keyword(s):

Stock Markets ◽

Linear Dynamic ◽

International Stock Markets ◽

Non Linear ◽

Dynamic Linkages

Download Full-text

The centre and periphery relations in international stock markets

Applied Financial Economics Letters ◽

10.1080/17446540500461802 ◽

2006 ◽

Vol 2 (6) ◽

pp. 365-370 ◽

Cited By ~ 4

Author(s):

Hakan Berument ◽

Nergiz Dinçer ◽

Hasan Olgun

Keyword(s):

Stock Markets ◽

International Stock Markets

Download Full-text