EconPapers    
Economics at your fingertips  
 

Half-life bias correction and the G7 stock markets

Hyeongwoo Kim (), Liliana V. Stern and Michael Stern ()

Economics Letters, 2010, vol. 109, issue 1, 1-3

Abstract: We look at alternative methods to correct a downward bias in half-life estimates of relative stock prices among the G7 countries. We compare a grid-[alpha] median-unbiased method and a recursive mean adjustment method.

Keywords: International; equity; prices; Recursive; mean; adjustment; Unit-root; process (search for similar items in EconPapers)
Date: 2010
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1765(10)00233-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:109:y:2010:i:1:p:1-3

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-01-17
Handle: RePEc:eee:ecolet:v:109:y:2010:i:1:p:1-3