Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10003683334
Persistent link: https://www.econbiz.de/10009668047
Persistent link: https://www.econbiz.de/10003982250
Persistent link: https://www.econbiz.de/10003596025
Persistent link: https://www.econbiz.de/10011970403
In this paper, the impact of the accounting rule (SFAS No.8) on stock market is analyzed with a new model, which is based on the 3-factor model of Fama-French (1993), the EGARCH-type volatility of Nelson (1991) and non-Normal distribution of SSAEPD of Zhu and Zinde-Walsh (2009). Fama-French 25...
Persistent link: https://www.econbiz.de/10012933571