Dynamic relationships between industry returns and stock market returns
Year of publication: |
2013
|
---|---|
Authors: | Lee, Chien-chiang ; Chen, Mei-ping ; Chang, Chi-hung |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 119-144
|
Subject: | Industry | Stock market returns | Granger causality | Structural breaks | Logit model | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Strukturbruch | Structural break | Börsenkurs | Share price |
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