Shanghai Stock Prices as Determined by the Present-Value Model
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics
Reference8 articles.
1. Why Does the Stock Market Fluctuate;Barsky;Quart. J. Econom.,1993
2. Cointegration and Tests of Present Value Models;Campbell;J. Polit. Econom.,1987
3. The Formation of Stock Prices;Chow;Econometrica,1958
4. Rational Versus Adaptive Expectations in Present Value Models;Chow;Rev. Econom. Statist.,1989
5. Rational Expectations Is Not Necessarily Valid for Econometric Models: Evidence from Stock Market Data;Chow;Pacific Econom. Rev.,1997
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