Libros sobre el tema "Economial model- Stock market"

Santa Fe Institute (Santa Fe, N.M.), ed. Agent-based modeling: The Santa Fe Institute artificial stock market model revisited. Berlin: Springer, 2008.

Francois-Serge, Lhabitant y Gregoriou Greg N. 1956-, eds. Stock market liquidity: Implications for market microstructure and asset pricing. Hoboken, NJ: J. Wiley & Sons, 2007.

Arbuthnott, Andrew. Risk, return and seasonality: Evidence from the Irish stock market. Dublin: University College Dublin, 1993.

Campbell, John Y. By force of habit: A consumption-based explanation of aggregate stock market behavior. Cambridge, MA: National Bureau of Economic Research, 1994.

Campbell, John Y. By force of habit: A consumption-based explanation of aggregate stock market behavior. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1994.

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

Campbell, John Y. Consumption and the stock market: Interpreting international experience. Cambridge, MA: National Bureau of Economic Research, 1996.

Pension systems, demographic change, and the stock market. Berlin: Springer, 2008.

Vigna, Stefano Della. Attention, demographics, and the stock market. Cambridge, Mass: National Bureau of Economic Research, 2005.

Vigna, Stefano Della. Attention, demographics, and the stock market. Cambridge, MA: National Bureau of Economic Research, 2005.

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

Dow, James. Stock market efficiency and economic efficiency: Is there a connection? Cambridge, MA: National Bureau of Economic Research, 1995.

Grossman, Sanford J. Liquidity and market structure. Cambridge, MA: National Bureau of Economic Research, 1988.

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

Greenwood, Jeremy. The IT revolution and the stock market. Cambridge, MA: National Bureau of Economic Research, 1999.

King, Mervyn A. Transmission of volatility between stock markets. Cambridge, MA: National Bureau of Economic Research, 1989.

Ahmed, Ayaz. Stock market interlinkages in emerging markets. Islamabad: Pakistan Institute of Development Economics, 1998.

Fuchs-Schündeln, Nicola. Stock market liberalizations: Financial and macroeconomic implications. [Washington, D.C.]: International Monetary Fund, IMF Institute, 2001.

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

Canada, Economic Council of. On calculating marginal tax rates from stock-market prices. Ottawa: Economic Council of Canada, 1987.

Understanding the stock market. Broomall, Pa: Mason Crest Publishers, 2011.

Engle, R. F. Measuring, forecasting, and explaining time varying liquidity in the stock market. Cambridge, MA: National Bureau of Economic Research, 1997.

1968-, Brown Jeffrey R. y National Bureau of Economic Research., eds. Neighbors matter: Causal community effects and stock market participation. Cambridge, Mass: National Bureau of Economic Research, 2007.

Beck, Thorsten. Stock markets, banks, and growth: Panel evidence. Cambridge, MA: National Bureau of Economic Research, 2002.

Arnott, Richard. Dysfunctional non-market institutions and the market. Cambridge, MA: National Bureau of Economic Research, 1988.

Beck, Thorsten. Stock markets, banks, and growth: Correlation or causality. Washington, D.C: World Bank, Development Research Group, Finance, 2001.

Forbes, Kristin. No contagion, only interdependence: Measuring stock market co-movements. Cambridge, MA: National Bureau of Economic Research, 1999.

Financial liberalisation and international trends in stock, corporate bond and foreign exchange market volatilities. Paris, France]: OECD, 1991.

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

Millard, S. The effects of stock market movements on consumption and investment: Does the shock matter? London: Bank of England, 2004.

Guo, Hui. Does stock market volatility forecast returns: The international evidence. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2003.

Marcus, Alan J. An equilibrium theory of excess volatility and mean reversion in stock market prices. Cambridge, MA: National Bureau of Economic Research, 1989.

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

1955-, Rossi Peter E., ed. Modelling stock market volatility: Bridging the gap to continuous time. San Diego: Academic Press, 1996.

Geert, Bekaert. Liquidity and expected returns: Lessons from emerging markets. Cambridge, MA: National Bureau of Economic Research, 2005.

Stock market overreaction and fundamental valuation: Theory and empirical evidence. Berlin: Springer, 2002.

Turner, Christopher M. A Markov model of heteroskedasticity, risk, and learning in the stock market. Cambridge, MA: National Bureau of Economic Research, 1989.

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.

Mills, T. C. Testing the present value model of equity prices for the U.K. stock market. Hull: University of Hull, Department of Economics and commerce, 1991.

Oomen, Roel C. A. Using high frequency stock market index data to calculate, model & forecast realized return variance. San Domenico: European University Institute, Department of Economics, 2001.

Efectos del "stock" de capital en la producción y el empleo de la economía española. Madrid: Fundación de las Cajas de Ahorros, 2011.

Berksoy, Taner. Türkiye ekonomisinde sermaye hareketleri. İstanbul: İstanbul Ticaret Odası, 1998.

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.

Khương, Nguyễn Đức, Jawadi Fredj y SpringerLink (Online service), eds. The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications. Heidelberg: Physica-Verlag Heidelberg, 2010.

Howell, Syd. Correlation between market timing performance and stock selection performance in the Henriksson-Merton model. Manchester: Manchester Business School, 1992.

Geert, Bekaert. Capital flows and the behavior of emerging market equity returns. Cambridge, MA: National Bureau of Economic Research, 1998.

Ferson, Wayne E. An exploratory investigation of the fundamental determinants of national equity market returns. Cambridge, MA: National Bureau of Economic Research, 1993.

Beltratti, Andrea. The after-tax dividend-ratio model: Predictable returns and excess returns in the stock market. London: LSEFinancial Markets Group, 1990.

Bajari, Patrick L. An empirical model of stock analysts' recommendations: Market fundamentals, conflicts of interest, and peer effects. Cambridge, MA: National Bureau of Economic Research, 2004.