Market value volatility industrial corporations
Year of publication: |
2017
|
---|---|
Authors: | Gander, James P. |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 4, p. 403-410
|
Subject: | firm market value | variance (volatility) | panel data | stock repurchases | fast traders | hypothesis tested | volume of common stock traded | Volatilität | Volatility | Börsenkurs | Share price | Marktwert | Market value | Schätzung | Estimation | Aktienrückkauf | Share repurchase | Unternehmenswert | Firm value | Panel | Panel study | Kapitaleinkommen | Capital income |
-
Information content of stock repurchases
Khaledi, Naser, (2013)
-
Predicting the market value of shares using financial data : a study from the Iraqi stock exchange
Al-Hisnawy, S. S. Rahi, (2018)
-
New evidence on sources of leverage effects in individual stocks
Smith, Geoffrey Peter, (2015)
- More ...
-
International trade, crowding out, and market structure: Cournot approach
Gander, James P., (2017)
-
Advertising economics under uncertainty: An alternative approach
Gander, James P., (2018)
-
A simple model of university-industry research linkages and the sharing principle under uncertainty
Gander, James P., (2017)
- More ...