Stock returns and economic fundamentals in an emerging market : an empirical investigation of domestic and global market forces
Year of publication: |
May 2016
|
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Authors: | Chiang, Thomas C. ; Chen, Xiaoyu |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 43.2016, p. 107-120
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Subject: | Stock return | Asymmetric volatility | Long memory | Economic fundamentals | PARCH | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Welt | World | Schwellenländer | Emerging economies |
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