Suisse stock return, macro factors, and efficient market hypothesis : evidence from ARDL model
Year of publication: |
2022
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Authors: | Neifar, Malika |
Published in: |
Research in business and management. - Las Vegas, Nevada : Macrothink Institute, ISSN 2330-8362, ZDB-ID 2921188-8. - Vol. 9.2022, 1, p. 21-42
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Subject: | Suisse Stock market efficiency | macroeconomic variables | causality,cointegration | Autoregressive Dynamic Linear (ARDL) model | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Cointegration | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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