Price reversals after extreme price shocks : impact of earnings information with time series evidence from emerging market
T.G. Saji
| Year of publication: |
2024
|
|---|---|
| Authors: | Saji, T. G. |
| Subject: | price reversal | PMG | PML | fundamentals | GARCH | VAR | Volatilität | Volatility | Börsenkurs | Share price | VAR-Modell | VAR model | Schock | Shock | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0148558X211065290 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014584608