The impact of analyst recommendations on stock prices in Austria (2000-2014) : evidence from a small and thinly traded market
Michael Murg, Matthias Pachler, Alexander C. M. Zeitlberger
| Year of publication: |
September 2016
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| Authors: | Murg, Michael ; Pachler, Matthias ; Zeitlberger, Alexander C. M. |
| Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 24.2016, 3, p. 595-616
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| Subject: | Event-study | Abnormal returns | Event-induced volatility | ARMA-market-GARCH- model | ATX | Recommendation changes | Börsenkurs | Share price | Österreich | Austria | Finanzanalyse | Financial analysis | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10100-014-0360-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687662