How do stock prices respond to fundamental shocks in the case of the United States? Evidence from NASDAQ and DJIA
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Velinov, Anton, 2016. "On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models," Annual Conference 2016 (Augsburg): Demographic Change 145581, Verein für Socialpolitik / German Economic Association.
- Andrei Salem Gonçalves & Robert Aldo Iquiapaza & Aureliano Angel Bressan, 2012. "Latent Fundamentals Arbitrage with a Mixed Effects Factor Model," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(3), pages 317-335.
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- Velinov, Anton & Chen, Wenjuan, 2015. "Do stock prices reflect their fundamentals? New evidence in the aftermath of the financial crisis," Journal of Economics and Business, Elsevier, vol. 80(C), pages 1-20.
- Numan Ülkü & Duminda Kuruppuarachchi, 2015. "Stock Market's Response to Real Output Shocks: Connection Restored but Delayed," International Review of Finance, International Review of Finance Ltd., vol. 15(4), pages 613-622, December.
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KeywordsDJIA NASDAQ Fundamental and non-fundamental variables SVAR SVECM;
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