A cointegrated VAR analysis of stock price models : fundamentals, psychology and structural change
Nicholas Mangee and Michael D. Goldberg
| Year of publication: |
2020
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| Authors: | Mangee, Nicholas ; Goldberg, Michael D. |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 21.2020, 4, p. 352-368
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| Subject: | Cointegration | Psychology | Stock prices | Structural change | Unobservable fundamentals | Börsenkurs | Share price | Kointegration | VAR-Modell | VAR model | Strukturwandel | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2019.1692844 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012312339