An investigation of stock price dynamics in emerging markets

DOI10.1002/(SICI)1099-0747(199806)14:2%3C137::AID-ASM342%3E3.0.CO;2-2zbMATH Open0923.62124OpenAlexW1974504221MaRDI QIDQ4258906FDOQ4258906

Authors: Jessie P. H. Poon, David W. K. Yeung 

Publication date: 14 September 1999

Full work available at URL: https://doi.org/10.1002/(sici)1099-0747(199806)14:2%3C137::aid-asm342%3E3.0.co;2-2

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zbMATH Keywords

stock price dynamicsnon-random walkearning potential

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Marketing, advertising (90B60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Microeconomic theory (price theory and economic markets) (91B24)

Cited In (4)

• A random walk model for stock market prices
• Modeling growth stocks via birth-death processes
• An empirical analysis of a share market valuation based on an international valuation regime
• Market dynamics: bridging security price movements and classical physics

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