Evaluating stock price behavior after events : an application of the self-exciting threshold autoregressive model
Rakesh Bharati; Susan J. Crain; Prasad Nanisetty
| Year of publication: |
2009
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|---|---|
| Authors: | Bharati, Rakesh ; Crain, Susan J. ; Nanisetty, Prasad |
| Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 48.2009, 2, p. 23-43
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| Subject: | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003879125