Widjaja, Hendrik; Ariefianto, Mochammad Doddy - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-21
This study examines the relationship between bank stock price and its selected fundamentals, namely, profitability, credit risk, and liquidity risk. Using the dynamic common correlated effect (DCCE) technique, we discover a mechanism error-correction between the stock price and the selected...