Asset Growth and Stock Market Returns: A Time-Series Analysis*
From MaRDI portal
Publication:5378889
DOI10.1093/ROF/RFY018zbMath1414.91394OpenAlexW3123633249MaRDI QIDQ5378889
Publication date: 3 June 2019
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/rof/rfy018
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (1)
This page was built for publication: Asset Growth and Stock Market Returns: A Time-Series Analysis*
