MARGIN-TRADING ACTIVITIES AND FUTURE STOCK RETURNS: NEW EVIDENCE FROM NONLINEAR ANALYSIS (Q5129932): Difference between revisions
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scientific article; zbMATH DE number 7269166
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English | MARGIN-TRADING ACTIVITIES AND FUTURE STOCK RETURNS: NEW EVIDENCE FROM NONLINEAR ANALYSIS |
scientific article; zbMATH DE number 7269166 |
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MARGIN-TRADING ACTIVITIES AND FUTURE STOCK RETURNS: NEW EVIDENCE FROM NONLINEAR ANALYSIS (English)
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3 November 2020
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margin trading
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return predictability
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margin covering
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MF-DCCA
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nonlinear Granger causality test
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