Testing BIST for Equity Return Anomalies using ARDL Model
نویسندگان
چکیده
منابع مشابه
Market Anomalies on Return
There are various anomalies in the financial markets such as profitability, financial distress, lottery, volatility, and growth options, which origin and nature are unclear, ambiguous and apparently unrelated. In this study, we investigate the seemingly unrelated anomalies using the third and fourth moments of return’s distribution function and by isolating the expected skewness effect attribut...
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ژورنال
عنوان ژورنال: Journal of Business Research - Turk
سال: 2021
ISSN: 1309-0712
DOI: 10.20491/isarder.2021.1122