Historical high and stock index returns : application of the regression kink model
Year of publication: |
2018
|
---|---|
Authors: | Chang, Shu-Lien ; Chien, Cheng-Yi ; Lee, Hsiu-Chuan ; Lin, Ching |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 52.2018, p. 48-63
|
Subject: | Investor anchor | Historical high ratio | Stock index returns | Regression kink | Threshold effects | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility |
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