An investigation of stock price dynamics in emerging markets

DOI10.1002/(SICI)1099-0747(199806)14:2%3C137::AID-ASM342%3E3.0.CO;2-2MaRDI QIDQ4258906zbMATH OpenOpenAlexFDO

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

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)

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(4)

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

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