On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Year of publication: |
2021
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Authors: | Dridi, Ichrak ; Boughrara, Adel |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 179-194
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Subject: | Conditional volatility | Full-fledged inflation targeting | Propensity score matching | Stock market returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation | Inflationssteuerung | Inflation targeting | Deutschland | Germany |
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