Resurrecting the size effect : evidence from a panel nonlinear cointegration model for the G7 stock markets
Nicholas Apergis; James E. Payne
| Year of publication: |
2014
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|---|---|
| Authors: | Apergēs, Nikolaos ; Payne, James E. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 23.2014, 1, p. 46-53
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| Subject: | Size effect | Stock returns | Panel threshold cointegration | G7 stock markets | Kointegration | Cointegration | Aktienmarkt | Stock market | Börsenkurs | Share price | Panel | Panel study | Schätzung | Estimation | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression |
| 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/10010442637