Libros sobre el tema "Stocks - Prices - Econometric models"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores mejores libros para su investigación sobre el tema "Stocks - Prices - Econometric models".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore libros sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
Lo, Andrew W. Econometric models of limit-order executions. Cambridge, MA: National Bureau of Economic Research, 1997.
Buscar texto completoKelly, Morgan. Do noise traders influence stock prices? Dublin: University College Dublin, Department of Economics, 1996.
Buscar texto completoCampbell, John Y. Inflation illusion and stock prices. Cambridge, MA: National Bureau of Economic Research, 2004.
Buscar texto completoAsquith, Paul. Short interest and stock returns. Cambridge, MA: National Bureau of Economic Research, 2004.
Buscar texto completoGrinblatt, Mark. What do we really know about the cross-sectional relation between past and expected returns? Cambridge, MA: National Bureau of Economic Research, 2002.
Buscar texto completoMajnoni, Giovanni. Share prices and trading volume: Indications of stock exchange efficiency. Roma: Banca d'Italia, 1996.
Buscar texto completoGuidolin, Massimo. Size and value anomalies under regime shifts. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.
Buscar texto completoWeil, Philippe. On the possibility of price decreasing bubbles. Cambridge, MA: National Bureau of Economic Research, 1989.
Buscar texto completoGrinblatt, Mark. The disposition effect and momentum. Cambridge, MA: National Bureau of Economic Research, 2002.
Buscar texto completoGhysels, Eric. There is a risk-return tradeoff after all. Cambridge, MA: National Bureau of Economic Research, 2004.
Buscar texto completoWright, Jonathan H. Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns. Washington, D.C: Federal Reserve Board, 2000.
Buscar texto completoSantos, Tano. Cash-flow risk, discount risk, and the value premium. Cambridge, Mass: National Bureau of Economic Research, 2005.
Buscar texto completoGhysels, Eric. There is a risk-return tradeoff after all. Cambridge, Mass: National Bureau of Economic Research, 2004.
Buscar texto completoChan, Louis K. C. Momentum strategies. Cambridge, MA: National Bureau of Economic Research, 1995.
Buscar texto completoLin, Wen-Ling. Do bulls and bears move across borders?: International transmission of stock returns and volatility as the world turns. Cambridge, MA: National Bureau of Economic Research, 1991.
Buscar texto completoAntunovich, Peter. Do investors mistake a good company for a good investment? [New York, N.Y.]: Federal Reserve Bank of New York, 1999.
Buscar texto completoLamont, Owen A. The earnings announcement premium and trading volume. Cambridge, Mass: National Bureau of Economic Research, 2007.
Buscar texto completoBalke, Nathan S. Low frequency movements in stock prices: A state space decomposition (revised May 2001, forthcoming Review of Economics and Statistics). [Dallas, Tx.]: Federal Reserve Bank of Dallas, 2000.
Buscar texto completoDaniel, Kent. Explaining the cross-section of stock returns in Japan: Factors or characteristics? Cambridge, MA: National Bureau of Economic Research, 1999.
Buscar texto completoBasch, Miguel. Comportamiento reciente del mercado accionario chileno: Una aplicación de test de volatilidad y eficiencia. Santiago de Chile: Corporación de Investigaciones Económicas para Latinoamérica, 1993.
Buscar texto completoSatchell, Stephen E. Some statistics for testing the influence of the number of transations on the distribution of returns. Cambridge: Dept. of Applied Economics, University of Cambridge, 1993.
Buscar texto completoChan-Lau, Jorge A. Asian flu or Wall Street virus?: Price and volatility spillovers of tech and non-tech sectors in the United States and Asia. [Washington, D.C.]: International Monetary Fund, International Capital Markets Department and Western Hemisphere Department, 2002.
Buscar texto completoGuidolin, Massimo. Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.
Buscar texto completoShiller, Robert J. Comovements in stock prices and comovements in dividends. Cambridge, MA: National Bureau of Economic Research, 1989.
Buscar texto completoKim, Myung Jig. Mean reversion in stock prices?: A reappraisal of the empirical evidence. Cambridge, MA: National Bureau of Economic Research, 1988.
Buscar texto completoCampbell, John Y. Dispersion and volatility in stock returns: An empirical investigation. Cambridge, MA: National Bureau of Economic Research, 1999.
Buscar texto completoCampbell, John Y. Trading volume and serial correlation in stock returns. Cambridge, MA: National Bureau of Economic Research, 1992.
Buscar texto completoLo, Andrew W. Asset prices and trading volume under fixed transaction costs. Cambridge, MA: National Bureau of Economic Research, 2001.
Buscar texto completoGeert, Bekaert. Stock and bond pricing in an affine economy. Cambridge, MA: National Bureau of Economic Research, 1999.
Buscar texto completoPavlova, Anna. Asset prices and exchange rates. Cambridge, Mass: National Bureau of Economic Research, 2003.
Buscar texto completoPagès, Henri. A note on the Gordon growth model with nonstationary dividend growth. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 1999.
Buscar texto completoCampbell, John Y. Growth or glamour?: Fundamentals and systematic risk in stock returns. Cambridge, MA: National Bureau of Economic Research, 2005.
Buscar texto completoCampbell, John Y. Growth or glamour?: Fundamentals and systematic risk in stock returns. Cambridge, Mass: National Bureau of Economic Research, 2005.
Buscar texto completoMei, Jianping. Speculative trading and stock prices: Evidence from Chinese A-B share premia. Cambridge, MA: National Bureau of Economic Research, 2005.
Buscar texto completoLettau, Martin. The declining equity premium: What role does macroeconomic risk play? Cambridge, MA: National Bureau of Economic Research, 2004.
Buscar texto completoÖzçam, Mustafa. An analysis of the macroeconomic factors that determine stock returns in Turkey. Ankara: Sermaye Piyasası Kurulu, 1997.
Buscar texto completoAng, Andrew. CAPM over the long run: 1926-2001. Cambridge, Mass: National Bureau of Economic Research, 2005.
Buscar texto completoMei, Jianping. Speculative trading and stock prices: Evidence from Chinese A-B share premia. Cambridge, Mass: National Bureau of Economic Research, 2005.
Buscar texto completoGatev, Evan G. Pairs trading: Performance of a relative value arbitrage rule. Cambridge, MA: National Bureau of Economic Research, 1999.
Buscar texto completoLi, Erica X. N. Optimal market timing. Cambridge, Mass: National Bureau of Economic Research, 2006.
Buscar texto completoLudwig, Alexander. The impact of changes in stock prices and house prices on consumption in OECD countries. [Washington, D.C.]: International Monetary Fund, Research Department, 2002.
Buscar texto completoCecchetti, Stephen G. Mean reversion in equilibrium asset prices. Cambridge, MA: National Bureau of Economic Research, 1988.
Buscar texto completoLamont, Owen A. Investment plans and stock returns. Cambridge, MA: National Bureau of Economic Research, 1999.
Buscar texto completoDupuis, David. The U.S. stock market and fundamentals: A historical decomposition. Ottawa: Bank of Canada, 2003.
Buscar texto completoDupuis, David. The U.S. stock market and fundamentals: A historical decomposition : by David Dupuis and David Tessier. Ottawa: Bank of Canada, 2003.
Buscar texto completoDupuis, David. The U.S. stock market and fundamentals: A historical decomposition. Ottawa, Ont: Bank of Canada, 2003.
Buscar texto completoGabaix, Xavier. Institutional investors and stock market volatility. Cambridge, MA: Massachusetts Institute of Technology, Dept. of Economics, 2010.
Buscar texto completoBarsky, Robert B. Why does the stock market fluctuate? Cambridge, MA: National Bureau of Economic Research, 1992.
Buscar texto completoBeltratti, Andrea E. Actual and warrented relations between asset prices. Cambridge, MA: National Bureau of Economic Research, 1991.
Buscar texto completoCalvet, Laurent E. Multifrequency news and stock returns. Cambridge, Mass: National Bureau of Economic Research, 2005.
Buscar texto completo