Do US stock prices deviate from their fundamental values? Some new evidence
Article Abstract:
This paper present a mathematical model to show that, using data from post-WWII period, the present value model as put forward by Fama is not valid. Instead, the data analysis supports Shiller's belief in some form of market "irrationality".
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2003
Forecasts, trends, outlooks, Science & research, Forecasts and trends, Market trend/market analysis, Stock prices, Stock markets, Stock market
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2003
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Decimalization, adverse selection, and market maker rents
Article Abstract:
This study examines the issue of decimalization and how it impacts the information acquisition decision of traders.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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Sources of liquidity for NYSE-listed non-US stocks
Article Abstract:
The impact of liquidity, on securities listing, is examined.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Regulation, Licensing, and Inspection of Miscellaneous Commercial Sectors, Listing & Registration, Analysis, Stock-exchange, Securities listing, Liquidity (Finance)
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Subjects list: Research, United States, Finance
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