Disposition Effect and Return Predictability in the Tunisian Stock Market
نویسندگان
چکیده
منابع مشابه
Dynamic return predictability in the Russian stock market
Article history: This paper explores whether the relevance of a conditional multifacReceived 12 July 2012 tor model and autocorrelation in predicting the Russian aggregate Received in revised form 2 October 2012 stock return fluctuates over time. The source of return predictability is Accepted 16 December 2012 shown to vary considerably with information flow. In general, Available online 22 Dec...
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ژورنال
عنوان ژورنال: International Finance and Banking
سال: 2017
ISSN: 2374-2089
DOI: 10.5296/ifb.v4i1.10550