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Applied Economics Letters Volume 10, 2003 - Issue 8
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Original Articles

International evidence of temporary and permanent stock-price innovations: a multivariate approach

Philip A. Shively Department of Economics and Business, Lafayette College, Easton, PA. 18042, USA E-mail: [email protected]
Pages 499-503 | Published online: 06 Oct 2010

Citations (4)

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Read on this site (1)

Andrew Vivian & Mark E. Wohar. (2010) UK stock price effects of permanent and transitory shocks. The European Journal of Finance 16:7, pages 641-656.
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Articles from other publishers (3)

Philip A. Shively. (2007) Asymmetric temporary and permanent stock-price innovations. Journal of Empirical Finance 14:1, pages 120-130.
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Massimo Guidolin, Stuart Hyde, David McMillan & Sadayuki Ono. (2010) Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence. SSRN Electronic Journal.
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Massimo Guidolin, Stuart Hyde, David G. McMillan & Sadayuki Ono. (2009) Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable?. SSRN Electronic Journal.
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