Dynamic relationships between industry returns and stock market returns
Chien-Chiang Lee; Mei-Ping Chen; Chi-Hung Chang
| Year of publication: |
2013
|
|---|---|
| Authors: | Lee, Chien-Chiang ; Chen, Mei-ping ; Chang, Chi-hung |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 119-144
|
| Subject: | Industry | Stock market returns | Granger causality | Structural breaks | Logit model | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Strukturbruch | Structural break | Aktienmarkt | Stock market | Logit-Modell |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010364817