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Comovements in national stock market returns: evidence of predictability, but not cointegration

Article Abstract:

Previous research has shown that equity returns in other countries are predictable in much the same way that returns in the US are predictable. However, findings of cointegration across 16 national market indices may not be accurate. Rather, the predictability of relative returns and the existence of a winner-loser effect may indicate the presence of a common world component and two country-specific components, one permanent and one transitory, in these indices.

Author: Richard, Anthony J.
Publisher: Elsevier B.V.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 1995
Prices and rates, Securities, Securities prices, Stock price indexes, Return on investment, Rate of return

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The life cycle of daily newspapers in the Netherlands: 1848-1997

Article Abstract:

Data from the Dutch newspaper industry from 1848 through 1997 was utilized using hazard rate models to determine the factors which influence life expectancy or product life cycle. Results showed the factors of market density, duration, quality of competition to be significant factors in determining the success of a newspaper. Analysis of the Dutch market also indicates that local conditions have evolved to a point that is not conducive to newspaper success.

Author: Palm, Franz C., Pfann, Gerard A., Kranenburg, H.L. van
Publisher: Springer
Publication Name: De Economist
Subject: Economics
ISSN: 0013-063X
Year: 1998
Newspapers, Newspaper Publishers, Netherlands, Newspaper publishing, Periodicals, Product life cycle

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Comovements in international stock markets: What can we learn from a common trend-common cycle analysis?

Article Abstract:

A common trend-common cycle analysis is used to note comovements in international stock markets.

Author: Hecq, A., Palm, F.C., Urbain, J.P.
Publisher: Springer
Publication Name: De Economist
Subject: Economics
ISSN: 0013-063X
Year: 2000
Stock-exchange, Stock exchanges

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Subjects list: Research, Economic aspects
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