FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2019975447> ?p ?o ?g. }

• W2019975447 endingPage "124" @default.
• W2019975447 startingPage "95" @default.
• W2019975447 abstract "This paper presents evidence concerning the number of common stochastic trends in the equity markets of the U.S., Japan, England, Germany, and Canada. Monthly and quarterly data from January 1974 through August 1990 on Morgan Stanley's Capital International indices are used to compute Johansen (1990) tests for common trends. The results indicate the presence of a single common trend driving these countries' stock markets. Estimates of the factor loadings suggest that this trend is most important in the Japanese market and least important in the Canadian market. To interpret this evidence the paper demonstrates that under weak conditions the unit root and cointegration structure of stock prices should mirror the unit root and cointegration structure of their dividend payments. The paper tests this prediction by constructing national dividend series from Capital International's dividend yield data. as well as by using GNP data. As with stock prices, the evidence points to a single common trend, although the stochastic properties and relative importance of this trend differs somewhat from the trend in stock prices." @default.
• W2019975447 created "2016-06-24" @default.
• W2019975447 creator A5002933613 @default.
• W2019975447 date "1992-02-01" @default.
• W2019975447 modified "2023-10-14" @default.
• W2019975447 title "Common stochastic trends in international stock markets" @default.
• W2019975447 cites W1587141723 @default.
• W2019975447 cites W1967031021 @default.
• W2019975447 cites W1992294071 @default.
• W2019975447 cites W1994110039 @default.
• W2019975447 cites W2025483505 @default.
• W2019975447 cites W2032269423 @default.
• W2019975447 cites W2034019356 @default.
• W2019975447 cites W2038621549 @default.
• W2019975447 cites W2073684029 @default.
• W2019975447 cites W2076552736 @default.
• W2019975447 cites W2079615115 @default.
• W2019975447 cites W2080840193 @default.
• W2019975447 cites W2093513340 @default.
• W2019975447 cites W2110603299 @default.
• W2019975447 cites W2123518587 @default.
• W2019975447 cites W3097316749 @default.
• W2019975447 cites W4253239620 @default.
• W2019975447 cites W4362227105 @default.
• W2019975447 doi "https://doi.org/10.1016/0304-3932(92)90025-w" @default.
• W2019975447 hasPublicationYear "1992" @default.
• W2019975447 type Work @default.
• W2019975447 sameAs 2019975447 @default.
• W2019975447 citedByCount "867" @default.
• W2019975447 countsByYear W20199754472012 @default.
• W2019975447 countsByYear W20199754472013 @default.
• W2019975447 countsByYear W20199754472014 @default.
• W2019975447 countsByYear W20199754472015 @default.
• W2019975447 countsByYear W20199754472016 @default.
• W2019975447 countsByYear W20199754472017 @default.
• W2019975447 countsByYear W20199754472018 @default.
• W2019975447 countsByYear W20199754472019 @default.
• W2019975447 countsByYear W20199754472020 @default.
• W2019975447 countsByYear W20199754472021 @default.
• W2019975447 countsByYear W20199754472022 @default.
• W2019975447 countsByYear W20199754472023 @default.
• W2019975447 crossrefType "journal-article" @default.
• W2019975447 hasAuthorship W2019975447A5002933613 @default.
• W2019975447 hasBestOaLocation W20199754471 @default.
• W2019975447 hasConcept C10138342 @default.
• W2019975447 hasConcept C106159729 @default.
• W2019975447 hasConcept C116168712 @default.
• W2019975447 hasConcept C145162277 @default.
• W2019975447 hasConcept C149782125 @default.
• W2019975447 hasConcept C162324750 @default.
• W2019975447 hasConcept C166957645 @default.
• W2019975447 hasConcept C17744445 @default.
• W2019975447 hasConcept C184530449 @default.
• W2019975447 hasConcept C195561663 @default.
• W2019975447 hasConcept C199539241 @default.
• W2019975447 hasConcept C199728807 @default.
• W2019975447 hasConcept C204036174 @default.
• W2019975447 hasConcept C205649164 @default.
• W2019975447 hasConcept C2779343474 @default.
• W2019975447 hasConcept C2780299701 @default.
• W2019975447 hasConcept C35138590 @default.
• W2019975447 hasConcept C59399099 @default.
• W2019975447 hasConceptScore W2019975447C10138342 @default.
• W2019975447 hasConceptScore W2019975447C106159729 @default.
• W2019975447 hasConceptScore W2019975447C116168712 @default.
• W2019975447 hasConceptScore W2019975447C145162277 @default.
• W2019975447 hasConceptScore W2019975447C149782125 @default.
• W2019975447 hasConceptScore W2019975447C162324750 @default.
• W2019975447 hasConceptScore W2019975447C166957645 @default.
• W2019975447 hasConceptScore W2019975447C17744445 @default.
• W2019975447 hasConceptScore W2019975447C184530449 @default.
• W2019975447 hasConceptScore W2019975447C195561663 @default.
• W2019975447 hasConceptScore W2019975447C199539241 @default.
• W2019975447 hasConceptScore W2019975447C199728807 @default.
• W2019975447 hasConceptScore W2019975447C204036174 @default.
• W2019975447 hasConceptScore W2019975447C205649164 @default.
• W2019975447 hasConceptScore W2019975447C2779343474 @default.
• W2019975447 hasConceptScore W2019975447C2780299701 @default.
• W2019975447 hasConceptScore W2019975447C35138590 @default.
• W2019975447 hasConceptScore W2019975447C59399099 @default.
• W2019975447 hasIssue "1" @default.
• W2019975447 hasLocation W20199754471 @default.
• W2019975447 hasOpenAccess W2019975447 @default.
• W2019975447 hasPrimaryLocation W20199754471 @default.
• W2019975447 hasRelatedWork W1480219734 @default.
• W2019975447 hasRelatedWork W1541496877 @default.
• W2019975447 hasRelatedWork W1559202678 @default.
• W2019975447 hasRelatedWork W1822157935 @default.
• W2019975447 hasRelatedWork W2110457202 @default.
• W2019975447 hasRelatedWork W2146936531 @default.
• W2019975447 hasRelatedWork W2150328908 @default.
• W2019975447 hasRelatedWork W3121129868 @default.
• W2019975447 hasRelatedWork W3123038890 @default.
• W2019975447 hasRelatedWork W3141834752 @default.
• W2019975447 hasVolume "29" @default.
• W2019975447 isParatext "false" @default.
• W2019975447 isRetracted "false" @default.
• W2019975447 magId "2019975447" @default.

• next