Revisiting the dynamic stock return-volume relationship in South Africa : a non-parametric causality in quantiles approach
Year of publication: |
2024
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Authors: | Nyakurukwa, Kingstone |
Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, Taylor & Francis Group, ISSN 1752-0851, ZDB-ID 2415178-6. - Vol. 17.2024, 1, p. 136-152
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Subject: | causality in quantiles | COVID-19 | JSE | pandemic | volume-return relationship | Südafrika | South Africa | Coronavirus | Kausalanalyse | Causality analysis | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Schätzung | Estimation | Epidemie | Epidemic |
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