Macroeconomic surprises and stock returns in South Africa
Rangan Gupta; Monique Reid
| Year of publication: |
2013
|
|---|---|
| Authors: | Gupta, Rangan ; Reid, Monique |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 30.2013, 3, p. 266-282
|
| Subject: | Bayesian vector autoregressive model | Event study | Macroeconomic surprises | Stock returns | South Africa | Südafrika | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| 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/10009772954