Dynamic quantile panel data analysis of stock returns predictability
Bülent Güloğlu, Sinem Güler Kangalli Uyar & Umut Uyar
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Güloğlu, Bülent ; Uyar, Sinem Güler Kangalli ; Uyar, Umut |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 8.2016, 2, p. 115-126
|
| Subject: | efficient market hypothesis | financial ratios | quantile regression instrumental variable approach | dynamic panel | Panel | Panel study | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | IV-Schätzung | Instrumental variables |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v8n2p115 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011442125