TITLE

DELIRIUM TREMORS

AUTHOR(S)
Walsh, Max
PUB. DATE
March 2007
SOURCE
Bulletin with Newsweek;3/13/2007, Vol. 125 Issue 6560, p40
SOURCE TYPE
Periodical
DOC. TYPE
Article
ABSTRACT
The article presents information related to the Australian financial market. The stockmarket had fallen by 6.1% recently that represented a loss of $68bn. While that correction hurt, the question that remained unanswered was whether it was a one-off episode or the beginning of the end of the equity market. As the dust cleared, it became evident that the financial markets are now at much greater risk than the current pricing of assets implies.
ACCESSION #
24422557

 

Related Articles

  • CAN PRICE-EARNINGS RATIOS PREDICT STOCK PRICES? Ikoku, Alvan E.; Hosseini, Ahmad; Okany, Chukwunonso T. // International Journal of Finance;2010, Vol. 22 Issue 4, p6581 

    This paper examines the information content of price-earnings (P/E) ratios in the Nigerian stock exchange in terms of their ability to predict the direction of stock prices. Using monthly data from 2000 to 2009, we found bi-directional Granger causality as well as cointegration between stock...

  • A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns. Köksal, Bülent // Journal of Economic & Social Research;2009, Vol. 11 Issue 2, p1 

    We compare more than 1000 different volatility models in terms of their fit to the historical ISE-100 Index data and their forecasting performance of the conditional variance in an out-of-sample setting. Exponential GARCH model of Nelson (1991) with "constant mean, t-distribution, one lag moving...

  • UAE: Stocks Bounce As Expected.  // Emerging Markets Monitor;4/10/2006, Vol. 12 Issue 2, p21 

    Analyzes the performance of the financial market of United Arab Emirates. Short-term recovery of the stock market; Risk to the positive economic outlook; Performance of the banking sector.

  • Stock market dynamics in a regime-switching asymmetric power GARCH model. An�, Thierry; Ureche-Rangau, Loredana // International Review of Financial Analysis;2006, Vol. 15 Issue 2, p109 

    Abstract: This paper analyzes the dynamics of Asian stock index returns through a Regime-Switching Asymmetric Power GARCH model (RS-APGARCH). The model confirms some stylized facts already discussed in former studies but also highlights interesting new characteristics of stock market returns and...

  • Convergence of the equilibrium prices in a family of financial models. Jouini, Ely�s // Finance & Stochastics;2003, Vol. 7 Issue 4, p491 

    In this paper, we consider a family of complete or incomplete financial models such that the price processes of the financial assets converge in distribution to those in a limit model. Different authors pointed out that we do not have necessarily convergence of the arbitrage pricing intervals in...

  • UAE: ADSM On The Up, Dubai Still Weak.  // Emerging Markets Monitor;3/30/2009, Vol. 15 Issue 1, p17 

    The article reports on the positive performance of the Abu Dhabi Securities Markets (ADSM) in the United Arab Emirates in March 2009 due to a combination of a U.S. equity bounce and higher oil prices. On March 24, 2009, the ADSM has breached resistance at 2,450, jumping higher to 2,533....

  • Shanghai Composite Index: 1,300 Is Key.  // Emerging Markets Monitor;8/30/2004, Vol. 10 Issue 20, p4 

    Reports on the decline of the Shanghai Composite index of China in August 2004. Performance of the stock index between November 2003 and April 2004; Reasons behind the decline in the Shanghai stock market; Forecast on the possibility of another decline.

  • Regional: 2008 Market Musings.  // Emerging Markets Monitor;1/14/2008, Vol. 13 Issue 38, p20 

    The article forecasts the performance of stock markets worldwide. It has been proven that the Saudi All-Share Index (SASI) is short-lived after it avoided support at 10,400 and closing at 11,643 on January 9, 2008. Israel demonstrated a positive performance as a result of its strong correlation...

  • SSA Equities: Caution Warranted.  // Emerging Markets Monitor;10/26/2009, Vol. 15 Issue 29, p20 

    The article presents an outlook for the South African, Mauritian, Nigerian, and Zambian stock markets. The Johannesburg All-Share Index of South Africa has fallen by 0.7 percent in early trading on October 22, 2009, which was considered a worrying signal. The Mauritian SEMDEX has gained 12.5...

Share

Read the Article

Courtesy of VIRGINIA BEACH PUBLIC LIBRARY AND SYSTEM

Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics