Comportements comparés des marchés boursiers (1974-1979)

Claude Bensoussan
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Claude Bensoussan: Faculté d’Économie appliquée, Centre d’économie et des techniques du financement (Aix-Marseille)

L'Actualité Economique, 1981, vol. 57, issue 2, 244-258

Abstract: This article begins by pointing out, with regard to the study of stock market behaviour, the dangers of distortion inherent in factor analysis in principal components when applied as a method of grouping. As a follow-on to a preceeding contribution dealing with the period 1959-70 this article develops and clarifies the methodological aspects (dangers of factor analysis, utility of percolation method) within the context of the period 1974-79.

Date: 1981
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Persistent link: https://EconPapers.repec.org/RePEc:ris:actuec:v:57:y:1981:i:2:p:244-258

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