Price reversals after extreme price shocks : impact of earnings information with time series evidence from emerging market
Year of publication: |
2024
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Authors: | Saji, T. G. |
Published in: |
Journal of accounting, auditing & finance : JAAF. - London [u.a.] : Sage Publ., ISSN 2160-4061, ZDB-ID 2067574-4. - Vol. 39.2024, 2, p. 414-433
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Subject: | price reversal | PMG | PML | fundamentals | GARCH | VAR | VAR-Modell | VAR model | Börsenkurs | Share price | Volatilität | Volatility | Schock | Shock | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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