Dynamic Quantile Panel Data Analysis of Stock Returns Predictability

This paper analyses the effect of financial ratios on stock returns using quantile regression for dynamic panel data with fixed effects. Eighty three firms of manufacturing industry, which were traded on the Borsa Istanbul for 2000-2014 period, are covered in the study. The most of financial variabl...

Full description

Saved in:
Bibliographic details
Volume: 8
Main Author: Guloglu, Bülent
Kangalli Uyar, Sinem Guler
Uyar, Umut
Format: Journal Article
Language: English
Place of publication: 24.01.2016
published in: International journal of economics and finance Vol. 8; no. 2; p. 115
Data of publication: 2016-01-24
ISSN: 1916-971X
EISSN: 1916-9728
Discipline: Business
Online Access: Fulltext
Database: CrossRef
Database information Databases - DBIS