Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation : Linking Investor Behaviors to EGARCH

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タイトル	Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation : Linking Investor Behaviors to EGARCH
著者	Miyakoshi, Tatsuyoshi Miyakoshi, Tatsuyoshi
	Tsukuda, Yoshihiko Tsukuda, Yoshihiko
	Shimada, Junji Shimada, Junji
公開者	Graduate School of Economics and Osaka School of International Public Policy (OSIPP) Osaka University
掲載誌名	Discussion Papers In Economics And Business
巻	07-30
刊行年月	2007-08
URL	http://hdl.handle.net/11094/14050
関連情報 (references)	http://www2.econ.osaka-u.ac.jp/library/global/dp/0730.pdf
言語	英語

著者版フラグ	none
NII資源タイプ	テクニカルレポート
ローカル資源タイプ	ディスカッション／ワーキング・ペーパー
dcmi資源タイプ	text
DCTERMS.bibliographicCitation	Discussion Papers In Economics And Business.07-30
DC.title	Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation : Linking Investor Behaviors to EGARCH
DC.creator	Miyakoshi, Tatsuyoshi
	Tsukuda, Yoshihiko
	Shimada, Junji
DC.publisher	Graduate School of Economics and Osaka School of International Public Policy (OSIPP) Osaka University
DC.language" scheme="DCTERMS.RFC1766	英語
DCTERMS.issued" scheme="DCTERMS.W3CDTF	2007-08
DC.identifier" scheme="DCTERMS.URI	http://hdl.handle.net/11094/14050
citation_title	Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation : Linking Investor Behaviors to EGARCH
citation_author	Miyakoshi, Tatsuyoshi
	Tsukuda, Yoshihiko
	Shimada, Junji
citation_publisher	Graduate School of Economics and Osaka School of International Public Policy (OSIPP) Osaka University
citation_language	英語
citation_date	2007-08
citation_journal_title	Discussion Papers In Economics And Business
citation_volume	07-30
citation_public_url	http://hdl.handle.net/11094/14050