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

CFA Digest ◽  
2002 ◽  
Vol 32 (2) ◽  
pp. 54-56
Author(s):  
Keith H. Black
Keyword(s):  
Stock Markets ◽  
Earnings Forecasts ◽  
International Stock Markets

Investor Overreaction in International Stock Markets

CFA Digest ◽  
2000 ◽  
Vol 30 (1) ◽  
pp. 31-32
Author(s):  
Janet Yuen
Keyword(s):  
Stock Markets ◽  
International Stock Markets

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

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.

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