Accounting and stock market performance in the US : evidence from joiners and leavers
Year of publication: |
June 2017
|
---|---|
Authors: | Floros, Christos ; Tabouratzi, Efthalia ; Charamis, Dimitris ; Zounta, Stella |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 4, p. 696-708
|
Subject: | Stock Market Returns | Volatility | Index Ratios | US | Joiners | Leavers | GARCH | Schätzung | Estimation | USA | United States | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Börsenkurs | Share price | ARCH-Modell | ARCH model |
-
Marozva, Godfrey, (2017)
-
Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano, (2019)
-
The budgets of wars : analysis of the US defense stocks in the Post-Cold War era
Gurdgiev, Constantin, (2022)
- More ...
-
Accounting benefits of ERP systems across the different manufacturing industries of SMEs
Goumas, Spyridon, (2018)
-
Efficiency in banking : does the choice of inputs and outputs matter?
Floros, Christos, (2020)
-
Efficiency, taxation, and solvency issues for SMEs : the case of Greece, Italy, and Spain
Floros, Christos, (2023)
- More ...