Capital Market Efficiency - An Empirical Analysis of the Dividend Announcement Effect for the Austrian Stock Market.
Roland MestelHenryk GurgulChristoph SchleicherPublished in: OR (2002)
Keyphrases
- stock market
- stock price
- chinese stock market
- stock exchange
- stock returns
- short term
- financial data
- market prices
- financial markets
- listed companies
- trading strategies
- stock data
- foreign exchange
- trading rules
- technical indicators
- financial time series
- garch model
- stock market data
- financial news
- stock index
- non stationary
- stock trading
- portfolio optimization
- decision making