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The behavior of stock prices on LDC markets

Data up to Jan 2025

Published1985
Citations112
References25

Total Citations Per Year

Abstract

References (25)

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Risk measurement when shares are subject to infrequent trading

1979 • 2,767 citations

The stochastic behavior of common stock variances Value, leverage and interest rate effects

1982 • 2,405 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 956 citations

The Distribution of Share Price Changes

1972 • 543 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 425 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 372 citations

Mathematical Methods in Investment and Finance

1975 • 210 citations

International Capital Markets.

1976 • 203 citations

A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges

1977 • 162 citations

Emerging Markets: A New Opportunity for Improving Global Portfolio Performance

1983 • 140 citations

Expectations Models of Asset Prices: A Survey of Theory

1982 • 115 citations

NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES

1973 • 110 citations

International Equity and Bond Returns

1982 • 76 citations

Information dissemination, market efficiency and the frequency of transactions

1979 • 55 citations

International Portfolio Choice and Corporation Finance: A Survey

1982 • 41 citations

Expectations Models of Asset Prices: A Survey of Theory

1982 • 30 citations

Note on the Validity of the Random Walk for European Stock Prices

1973 • 26 citations

Efficiency and the programs to develop capital markets

1979 • 25 citations

The behavior of equity securities on the German Stock Exchange

1977 • 21 citations

Stochastic processes of common stock returns : an empirical examination.

1980 • 19 citations

RANDOM WALKS, MARTINGALES AND THE OTC

1973 • 17 citations

The Stock market in Spain : tests of efficiency and capital market theory

1973 • 14 citations

International Diversification

1994 • 11 citations

Random Walks, Martingales and the OTC

1973 • 6 citations

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The behavior of stock prices on LDC markets (1985) – Journal of Banking & Finance | Metascience Observatory Explorer