Concepedia

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

Jawahar Lal Sharma, Robert E. Kennedy

Journal of Financial and Quantitative Analysis · 1977 · 156 citations · 9 references

DOI

Abstract

J. L. Sharma, Robert E. Kennedy, A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges, The Journal of Financial and Quantitative Analysis, Vol. 12, No. 3 (Sep., 1977), pp. 391-413

References

9

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

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The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.6K citations

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Spectral Analysis and its Applications.

Walter Freiberger, Gwilym M. Jenkins, Donald G. Watts · Journal of the American Statistical Association · 1969 · 5K citations

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The Random Character of Stock Market Prices

Richard N. Rosett, Paul H. Cootner · Econometrica · 1968 · 931 citations

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The Analysis of Economic Time-Series-Part I: Prices

M. G. Kendall, Adam Hill · Journal of the Royal Statistical Society Series A (General) · 1953 · 816 citations

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