Real dividend - stock market price causality nexus : an application of Markov switching model
Year of publication: |
2014
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Authors: | Anoruo, Emmanuel |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6447, ZDB-ID 2416800-2. - Vol. 4.2014, 1, p. 63-74
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Subject: | dividends | stock market prices | MS-VAR | regime switching | Schätzung | Estimation | Börsenkurs | Share price | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Dividende | Dividend | Theorie | Theory | Kapitaleinkommen | Capital income |
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