MARGIN-TRADING ACTIVITIES AND FUTURE STOCK RETURNS: NEW EVIDENCE FROM NONLINEAR ANALYSIS (Q5129932): Difference between revisions

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Revision as of 22:49, 23 July 2024

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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