期刊文献+
共找到1篇文章
< 1 >
每页显示 20 50 100
Zero-Return Measure
1
作者 sarod khandaker 《Journal of Modern Accounting and Auditing》 2011年第11期1213-1222,共10页
The paper uses the proportion of zero-return days model to analyze stock market synchronous behaviors for 11 sample counties. It is found that the zero-return measure of stock synchronicity is higher for some emerging... The paper uses the proportion of zero-return days model to analyze stock market synchronous behaviors for 11 sample counties. It is found that the zero-return measure of stock synchronicity is higher for some emerging economies than the developed economies though the result is not statistically significant. In addition, panel data analysis indicates somewhat positive and negative correlation between the zero-return measures with the explanatory variables. The findings raise question about the reliability of the proportion of zero-return days measure and its capability to capture stock market synchronous behavior. 展开更多
关键词 SYNCHRONICITY R-square zero-return measure panel data
下载PDF
上一页 1 下一页 到第
使用帮助 返回顶部