This study explores the interconnection between human factors and social factors and analyses the relations influenced by the specific activity and age of firms. A statistical approach is implemented which applies factor analysis techniques, based on a sample of small and medium sized firms from...

The behavior of international stock market returns in terms of their distributional properties, serial dependence, long-memory and conditional volatility is examined. A factor analysis is employed to identify the underlying dimensions of the returns. The analysis reveals the existence of...