頁籤選單縮合
題名 | Some International Evidence on the Seasonality of Stock Prices= |
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作者 | Hamori, Shigeyuki; Tokihisa, Akira; |
期刊 | International Journal of Business and Economics |
出版日期 | 20020400 |
卷期 | 1:1 民91.04 |
頁次 | 頁79-86 |
分類號 | 563.53 |
語文 | eng |
關鍵詞 | Seasonal integration; Stock prices; Monthly effects; |
英文摘要 | This paper performs seasonal integration tests based on stock price indices for the G7 countries. Nonseasonal unit roots were found in all countries. This implies that the (1-B) filter is all that is needed to obtain the stationarity of stock prices, and the inclusion of dummy variables is all that is needed to consider seasonality in stock prices. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。