3_ Fundamental indicators, bubbles in stock returns

TÀI LIỆU CÙNG NGƯỜI DÙNG

TÀI LIỆU LIÊN QUAN

• Evidence of GARCH effect in stock returns vietnam stock market 2000 2003
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• Evidence of garch effect in stock returns vietnam stock market 2000 2003
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• Empirical evidence of conditional heteroskedasticity in vietnam’s stock returns time series
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• Liquidity premium in stock returns, the case of vietnam
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• An Empirical investigation of liquidity and stock returns – Relationship in Vietnamese stock market
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• Full Length Research Paper: The impact of capital structure and financial performance on stock returns of the firms in hose
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• Effect of macro-economic factors on aggregate stock returns in the Tunisian financial market
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• Idiosyncratic volatility and liquidity risk: How they have explanatory power in stock returns
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