Present Value Models and the Behaviour of European Financial Markets

According to the efficient markets hypothesis stock returns should not be predictable on the basis of information available to economic agents in any given time period. We test the hypothesis using security market panel data for the top five Eurozone countries. In static return regressions there is...

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Bibliographic details
Volume: 6
Main Author: Tomat, Gian Maria
Format: Journal Article
Language: English
Place of publication: Heidelberg Springer Nature B.V 13.09.2019
published in: Italian Economic Journal Vol. 6; no. 3; pp. 493 - 520
ORCID: 0000-0003-2816-5184
Data of publication: 2019-09-13
ISSN: 2199-322X
EISSN: 2199-3238
Online Access: Fulltext
Database: CrossRef
ProQuest One Business
ProQuest One Business (Alumni)
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