Exploiting stochastic dominance to generate abnormal stock returns
نویسندگان
چکیده
منابع مشابه
Chaotic Test and Non-Linearity of Abnormal Stock Returns: Selecting an Optimal Chaos Model in Explaining Abnormal Stock Returns around the Release Date of Annual Financial Statements
For many investors, it is important to predict the future trend of abnormal stock returns. Thus, in this research, the abnormal stock returns of the listed companies in Tehran Stock Exchange were tested since 2008- 2017 using three hypotheses. The first and second hypotheses examined the non-linearity and non-randomness of the abnormal stock returns ′ trend around the release date of annual fin...
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ژورنال
عنوان ژورنال: Journal of Financial Markets
سال: 2014
ISSN: 1386-4181
DOI: 10.1016/j.finmar.2014.05.002