Books on the topic 'Stock exchanges Australia Econometric models'

Lo, Andrew W. Econometric models of limit-order executions. Cambridge, MA: National Bureau of Economic Research, 1997.

Stock market integration and the pricing for regionalism. Kuala Lumpur: University of Malaya Press, 2010.

Ryan, James. The overreaction hypothesis: An examination in the Irish stock market. Dublin: Dublin City University Business School, 1999.

Flavin, T. J. Explaining stock market correlation: A gravity model approach. Maynooth, Co. Kildare: National University of Ireland, Maynooth, 2001.

Anders, Johansson. Empirical essays on financial and real investment behavior. [Göteborg, Sweden: Nationalekonomiska institutionen, Göteborgs universitet, 1998.

Zhongguo gu piao shi chang feng xian yan jiu. Beijing: Zhongguo ren min da xue chu ban she, 2003.

Kang, Jun-Koo. The underreaction hypothesis and the new issue puzzle: Evidence from Japan. Cambridge, MA: National Bureau of Economic Research, 1996.

Campbell, John Y. Trading volume and serial correlation in stock returns. Cambridge, MA: National Bureau of Economic Research, 1992.

Campbell, John Y. Dispersion and volatility in stock returns: An empirical investigation. Cambridge, MA: National Bureau of Economic Research, 1999.

Majnoni, Giovanni. Share prices and trading volume: Indications of stock exchange efficiency. Roma: Banca d'Italia, 1996.

Levine, Ross. Stock markets, growth, and policy. [Washington, DC]: Country Economics Dept., World Bank, 1990.

Agarwalla, Sobhesh Kumar. Whether cross-listing, stock-specific and market-wide calender events impact intraday volatility dynamics?: Evidence from the Indian stock market using high-frequency data. Ahmedabad: Indian Institute of Management, 2012.

Zhongguo zheng quan shi chang liu dong xing yi jia ji qi wen ding xing he xiao ying ji liang yan jiu. Beijing: Zhongguo she hui ke xue chu ban she, 2011.

Korajczyk, Robert A. A measure of stock market integration for developed and emerging markets. Washington, DC: World Bank, Policy Research Dept., Finance and Private Sector Development Division, 1995.

Goetzmann, William N. A century of global stock markets. Cambridge, MA: National Bureau of Economic Research, 1997.

Chen, Yuanbao. Gu shi bo dong yu jing ji bo dong de yin guo guan xi. Taibei Shi: Cai tuan fa ren Zhonghua jing ji yan jiu yuan, 1999.

Goetzmann, William N. Re-emerging markets. Cambridge, MA: National Bureau of Economic Research, 1997.

Dupuis, David. The U.S. stock market and fundamentals: A historical decomposition. Ottawa: Bank of Canada, 2003.

Dupuis, David. The U.S. stock market and fundamentals: A historical decomposition. Ottawa, Ont: Bank of Canada, 2003.

Levine, Ross. Stock markets, banks, and economic growth. Washington, DC: World Bank, Policy Research Dept., Finance and Private Sector Development Division, 1996.

Jorion, Philippe. A century of global stock markets. Cambridge, MA: National Bureau of Economic Research, 2000.

Reiss, Peter C. Transaction costs in dealer markets: Evidence from the London stock exchange. Cambridge, MA: National Bureau of Economic Research, 1994.

Itō, Takatoshi. Price volatility and volume spillovers between the Tokyo and New York stock markets. Cambridge, MA: National Bureau of Economic Research, 1993.

Campbell, John Y. No news is good news: An asymmetric model of changing volatility in stock returns. London: LSE Financial Markets Group, 1990.

Campbell, John Y. No news is good news: An asymmetric model of changing volatility in stock returns. Cambridge, MA: National Bureau of Economic Research, 1991.

Dupuis, David. The U.S. stock market and fundamentals: A historical decomposition : by David Dupuis and David Tessier. Ottawa: Bank of Canada, 2003.

Hong, Harrison G. A unified theory of underreaction, momentum trading and overreaction in asset markets. Cambridge, MA: National Bureau of Economic Research, 1997.

Carpenter, Seth B. Money demand and equity markets. Washington, D.C: Federal Reserve Board, 2003.

Andersen, Torben G. Testing for market microstructure effects in intraday volatility: A reassessment of the Tokyo FX experiment. Cambridge, MA: National Bureau of Economic Research, 1998.

Bekaert, Geert. Emerging equity market volatility. Cambridge, MA: National Bureau of Economic Research, 1995.

Geert, Bekaert. Dating the integration of world equity markets. Cambridge, MA: National Bureau of Economic Research, 1998.

Romer, David. Rational asset price movements without news. Cambridge, MA: National Bureau of Economic Research, 1992.

Cho, Young-Hye. Modeling the impacts of market activity on bid-ask spreads in the option market. Cambridge, MA: National Bureau of Economic Research, 1999.

Nagayasu, Jun. The efficiency of the Japanese equity market. Washington, D.C: International Monetary Fund, Statistics Department, 2003.

Kim, Jung-Wook. Heterogeneous investors and their changing demand and supply schedules for individual common stocks. Cambridge, MA: National Bureau of Economic Research, 2004.

Kim, Jung-Wook. Heterogeneous investors and their changing demand and supply schedules for individual common stocks. Cambridge, Mass: National Bureau of Economic Research, 2004.

Catão, Luis. Country and industry dynamics in stock returns. [Washington, D.C.]: International Monetary Fund, Research Department, 2003.

Jung, Jeeman. One simple test of Samuelson's dictum for the stock market. Cambridge, Mass: National Bureau of Economic Research, 2002.

Auerbach, Alan J. How much equity does the government hold? Cambridge, Mass: National Bureau of Economic Research, 2004.

Auerbach, Alan J. How much equity does the government hold? Cambridge, MA: National Bureau of Economic Research, 2004.

Samuel, Cherian. Stock market and investment: The signalling role of the market. Washington, DC: World Bank, Operations Policy Dept., Operations Policy Group, 1996.

Samuel, Cherian. Stock market and investment: The governance role of the market. Washington, DC: World Bank, Operations Policy Dept., Operations Policy Group, 1996.

Samuel, Cherian. Stock market and investment: The signaling role of the market. Washington D.C: World Bank, 1996.

Mercereau, Benoît. Stock markets and the real exchange rate: An intertemporal approach. [Washington, D.C.]: International Monetary Fund, African Department, 2003.

Mercereau, Benoît. The role of stock markets in current account dynamics: A time-series approach. [Washington, D.C.]: International Monetary Fund, Asia and Pacific Dept., 2004.

Mercereau, Benoît. The role of stock markets in current account dynamics: Evidence from the United States. [Washington, D.C.]: International Monetary Fund, African Department, 2003.

Cochrane, John H. Where is the market going?: Uncertain facts and novel theories. Cambridge, MA: National Bureau of Economic Research, 1997.

Mecagni, Mauro. The Egyptian stock market: Efficiency tests and volatility effects. [Washington, D.C.]: International Monetary Fund, Middle Eastern Department, 1999.

Bauwens, Luc. Econometric modelling of stock market intraday activity. Boston: Kluwer Academic Publishers, 2001.

Fountas, Stilianos. Emerging stock markets return seasonalities: The January effect and the tax-loss selling hypothesis. [Galway]: Department of Economics, National University of Ireland, Galway, 1999.