A test for rational bubbles in the NASDAQ stock index: a fractionally integrated approach
Article Abstract:
A study analyzing the presence of rational bubbles in NASDAQ stock market index during the period from June 1994 to November 2003 is presented. The study uses fractionally integrated method.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
NASDAQ Market System
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Data frequency and the number of factors in stock returns
Article Abstract:
This paper finds that the various factors explaining stock returns are the same for different data frequencies after appropriate adjustments.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1995
Statistical Data Included, Research, Prices and rates, Securities, Securities prices, Data envelopment analysis, Program trading (Securities)
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1995
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Effects of large shareholding on information asymmetry and stock liquidity
Article Abstract:
The effects of shareholding ownership on a firms liquidity and market value are analyzed.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Management dynamics, Management, Evaluation, Stockholders, Company business management, Liquidity (Finance), Market value
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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Subjects list: United States, Analysis, Stock price indexes
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