On the riskiness of the world's stock markets

DOI10.1016/0377-2217(91)90062-ZMaRDI QIDQ806730zbMATH OpenOpenAlexFDO

Authors Markku J. Malkamaeki, Teppo Martikainen, Jukka Perttunen

Publication date 1991

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(91)90062-z

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic time series analysis (91B84)

Cited in

(3)

• Thin trading and estimation of systematic risk: An application of an error-correction model
• Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis
• Competing transformation models

This page was built for publication: On the riskiness of the world's stock markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q806730)