Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Adnan Abo Al Haija, Rahma Lahyani
| Year of publication: |
2023
|
|---|---|
| Authors: | Abo Al Haija, Adnan ; Lahyani, Rahma |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 61.2023, 3, p. 1129-1149
|
| Subject: | Covid-19 pandemic | Dynamic changes | Forecasted stock returns | Risk aversion | Coronavirus | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risikoaversion | Wirkungsanalyse | Impact assessment | Epidemie | Epidemic | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-023-01181-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342166