Variance decomposition of stock returns and dividend imputation system
Year of publication: |
1999
|
---|---|
Authors: | Wu, Ping X. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 6, p. 539-543
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitalertragsteuer | Capital income tax | Signalling | Theorie | Theory | Schätzung | Estimation | Australien | Australia |
-
Variance decomposition of stock returns and dividend imputation system
Wu, Ping X., (1998)
-
Macroeconomic shocks and sector excess returns : evidence from the Australian stock market
Fraser, Patricia, (1995)
-
Financial market volatility and the world-wide fall in inflation
Gruen, David W. R., (1995)
- More ...
-
King, Maxwell L., (1991)
-
UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
Baltagi, Badi H., (1999)
-
Evidence of the unit root hypothesis in quarterly unemployment rates
Mitchell, William, (1995)
- More ...