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On the riskiness of the world's stock markets

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Publication:806730
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DOI10.1016/0377-2217(91)90062-ZzbMath0729.90591OpenAlexW2057080387MaRDI QIDQ806730

Jukka Perttunen, Markku J. Malkamaeki, Teppo Martikainen

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

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


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Competing transformation models ⋮ 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




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