Books on the topic 'Stocks Prices Australia Mathematical models'

E, Allen D. The relationship between stock prices and dividends: Evidence from the Australian stock market. Perth, W.A: Edith Cowan University, Faculty of Business, School of Economics and Finance, 1996.

Allen, D. E. Excess volatility and the short run modelling of Australian stock prices. Perth, W.A: Edith Cowan University, Faculty of Business, School of Economics and Finance, 1996.

Eckhold, Kelly R. Bank asset valuation and risk in Australasia: The market's evaluation. [Wellington]: Reserve Bank of New Zealand, 1994.

The informational role of prices. Cambridge, Mass: MIT Press, 1989.

Aktienkurse und dynamische Makroökonomik: Aktienkursentwicklungen in makroökonomischen Modellen geschlossener sowie offener Volkswirtschaften : eine dynamische kapitalmarkttheoretische Analyse. Frankfurt am Main: P. Lang, 1994.

Pindyck, Robert S. Do stock prices move together too much? Cambridge, MA: National Bureau of Economic Research, 1990.

P, Dwyer Gerald, and Hafer R. W, eds. The stock market: Bubbles, volatility, and chaos : proceedings of the Thirteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis. Boston: Kluwer Academic Publishers, 1990.

Scott, Louis O. A little bit of evidence on the intertemporal dependence in the volatility of stock prices. [Urbana]: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1985.

Dumas, Bernard. Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility. Cambridge, MA: National Bureau of Economic Research, 2007.

Scott, Louis O. The present value model of stock prices: Regression tests and Monte Carlo results. [Urbana]: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1985.

Dumas, Bernard. Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility. Cambridge, Mass: National Bureau of Economic Research, 2007.

Allen, Franklin. Stock price manipulation, market microstructure and asymmetric information. Cambridge, MA: National Bureau of Economic Research, 1991.

Anomalies in stock returns on a thin security market. Helsingfors: Swedish School of Economics and Business Administration, 1986.

Jenter, Dirk. Security issue timing: What do managers know, and when do they know it? Cambridge, Mass: National Bureau of Economic Research, 2006.

Chin, Elion. Unconditional and conditional modeling of non-normal return densities: With application to risk measurement. Bern: Verlag Paul Haupt, 1999.

McStay, Kyran P. The efficiency of new issue markets. New York: Garland Pub., 1992.

Berglund, Tom. Stock price reactions to announcements of dividends and rights issues: A test of liquidity and signaling hypothesis. Helsingfors: Swedish School of Economics and Business Administration, 1985.

Rousseau, Fabrice. Bluffing: An equilibrium strategy. Maynooth, Co. Kildare: National University of Ireland, Maynooth, 1999.

Zur Ableitung von Kapitalkosten aus dem diskreten Optionspreismodell. Berlin: Duncker & Humblot, 1985.

Javaheri, Alireza. Inside volatility filtering: The secrets of skewness. Hoboken, New Jersey: John Wiley & Sons, Inc., 2015.

Diba, Behzad. Bubbles and stock price volatility. [Philadelphia, Pa.]: Federal Reserve Bank of Philadelphia, 1989.

Christoph, Bauer. Das Risiko von Aktienanlagen: Die fundamentale Analyse und Schätzung von Aktienrisiken. Köln: Müller Botermann, 1992.

Aktienindexprognosen mit Fehlerkorrekturmodellen und dem ökonomisch relevanten Zins. Frankfurt am Main: P. Lang, 1996.

Bollerslev, Tim. Financial market efficiency tests. Cambridge, MA: National Bureau of Economic Research, 1992.

Fu, Yuming. The dynamics of residential property markets and the stock market in Hong Kong. Kowloon, Hong Kong: City Polytechnic of Hong Kong, 1993.

Bubble: A study of scam, scandal, and corruption in Indian stock market. New Delhi: Regency Publications, 1999.

W, Lo Andrew, ed. Market efficiency: Stock market behaviour in theory and practice. Cheltenham, UK: Edward Elgar Pub., 1997.

Fortune, Peter. Weekends can be rough: Revisiting the weekend effect on stock prices. Boston, MA: Federal Reserve Bank of Boston, 1998.

Fortune, Peter. Weekends can be rough: Revisiting the weekend effect on stock prices. Boston, MA: Federal Reserve Bank of Boston, 1998.

Volume and the nonlinear dynamics of stock returns. Berlin: Springer, 1998.

Zeitstetige Bewertungsmodelle für Tilgungsanleihen: Eine empirische Studie des deutschen Kapitalmarktes. Heidelberg: Physica-Verlag, 1986.

1955-, MacKinlay Archie Craig, ed. A non-random walk down Wall Street. Princeton, N.J: Princeton University Press, 1999.

Lo, Andrew W. A non-random walk down Wall Street. Princeton, N.J: Princeton University Press, 2002.

Production d'informations privées et gestion de portefeuille. Paris: Presses universitaires de France, 1995.

Kok, Kim Lian. Malaysian securities market. Petaling Jaya, Selangor Darul Ehsan, Malaysia: Pelanduk Publications, 1995.

Denzler, Matthias. Arbitrage-Preis-Theorie: Eine empirische Untersuchung für den schweizerischen Aktienmarkt. Winterthur: Hans Schellenberg, 1988.

Chan, Vei-Lin. Essays on money, credit, and the asset market. Nankang, Taipei, Republic of China: Institute of Economics, Academia Sinica, 1987.

He, Hua. Differential information and dynamic behavior of stock trading volume. Cambridge, MA: National Bureau of Economic Research, 1995.

Sercu, Piet. Anomalous cross-market settlement effects in the two-tier Brussels stock exchange. Brussels: European Institute for Advanced Studies in Management, 1992.

Abel, Andrew B. Exact solutions for expected rates of return under Markov regime switching: Implications for the equity premium puzzle. Cambridge, MA: National Bureau of Economic Research, 1992.

Bhabra, Harjeet S. A November effect?: Revisiting the tax-loss selling hypothesis. New York, NY: New York University Salomon Center, Leonard N. Stern School of Business, 1996.

Barbarino, Alessandro. Shakeouts and market crashes. Cambridge, MA: National Bureau of Economic Research, 2004.

Cheung, Yin-Wong. International evidence on the stock market and aggregate economic activity. Kowloon, Hong Kong: City University of Hong Kong, Department of Economics and Finance, 1996.

Huberman, Gur. Size and industry-related covariations of stock returns. Tel Aviv: Tel Aviv University, Faculty of Management, The Leon Recanati Graduate School of Business Administration, 1988.

Hietala, Pekka T. Essays on financial economics. Helsinki: The Helsinki School of Economics, 1987.

Iversen, Peter. Geld-Brief-Spannen deutscher Standardwerte. Wiesbaden: Deutscher Universitäts-Verlag, 1994.

Holzer, Erich. Informationseffizienz des deutschen und österreichischen Kapitalmarkets: Eine empirische Untersuchung. Wien: Linde, 2001.

Froot, Kenneth. Intrinsic bubbles: The case of stock prices. Cambridge, MA: National Bureau of Economic Research, 1989.

Lettau, Martin. Consumption, aggregate wealth and expected stock returns. [New York, N.Y.]: Federal Reserve Bank of New York, 1999.

Calvet, Laurent E. Multifrequency news and stock returns. Cambridge, Mass: National Bureau of Economic Research, 2005.