73
Views
8
CrossRef citations to date
0
Altmetric
Original Articles

Structural breaks in financial ratios: evidence for nine international markets

Pages 381-384 | Published online: 14 Nov 2007

References

  • Bai , J and Perron , P . 1998 . Estimating and testing linear models with multiple structural changes . Econometrica , 66 : 47 – 68 .
  • Bai , J and Perron , P . 2003a . Computation and analysis of multiple structural change models . Journal of Applied Econometrics , 18 : 1 – 22 .
  • Bai , J and Perron , P . 2003b . Critical values in multiple structural change tests . Econometrics Journal , 6 : 72 – 8 .
  • Bohl , MT and Siklos , PL . 2004 . The present value model of US stock prices redux: A new testing strategy and some vidence . Quarterly Review of Economics and Finance , 44 : 208 – 23 .
  • Byers , JD and Peel , DA . 2003 . Another example of a non-linear time series with misleading linear properties . Applied Economics Letters , 10 : 47 – 51 .
  • Caporale , GM and Gil-Alana , LA . 2004 . Fractional cointegration and tests of present value models . Review of Financial Economics , 13 : 245 – 58 .
  • Cuñado , J , Gil-Alana , LA and Perez de Gracia , F . 2005 . A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach . Journal of Banking and Finance , 29 : 2633 – 54 .
  • Kanas , A . 2005 . Non-linearity in the stock price-dividend relation . Journal of International Money and Finance , 24 : 583 – 606 .
  • Koustas , Z and Serletis , A . 2005 . Rational bubbles or persistent deviations from market fundamentals . Journal of Banking and Finance , 29 : 2523 – 39 .
  • Psaradakis , Z , Sola , M and Spagnolo , F . 2004 . On Markov error-correction models, with an application to stock prices and dividends . Journal of Applied Econometrics , 19 : 69 – 88 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.