Real dividend - stock market price causality nexus: an application of Markov switching model
Year of publication: |
2014
|
---|---|
Authors: | Anoruo, Emmanuel |
Published in: |
Afro-Asian Journal of Finance and Accounting. - Inderscience Enterprises Ltd, ISSN 1751-6447. - Vol. 4.2014, 1, p. 63-74
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | dividends | stock market prices | MS-VAR | regime switching | Markov switching model | vector autoregressive model | USA | United States | causality | future earnings |
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