مرکز منطقه ای اطلاع رساني علوم و فناوري - Nonlinearity in the stock price

Title of article :

Nonlinearity in the stock price–dividend relation

Author/Authors :

Angelos Kanas، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

583

To page :

606

Keywords :

Nonlinear Grangercausality , Nonlinear cointegration , Locally-weighted regression , Dividends , Stock prices , Present value model

Journal title :

Journal of International Money and Finance

Serial Year :

2005

Journal title :

Journal of International Money and Finance

Record number :

191464

Link To Document :