Investigating the sources of Black's leverage effect in oil and gas stocks
Year of publication: |
2017
|
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Authors: | Sanusi, Muhammad Surajo |
Published in: |
Cogent Economics & Finance. - Abingdon : Taylor & Francis, ISSN 2332-2039. - Vol. 5.2017, 1, p. 1-13
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | Black's leverage effect | EGARCH | size effect | book-to-market value | debt-to-total assets | interest expenses-to-total assets | long-term debt-to-market value of equity | Fama-French-Carhart |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2017.1318812 [DOI] 1027792421 [GVK] hdl:10419/194670 [Handle] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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Investigating the sources of Black's leverage effect in oil and gas stocks
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