Dynamic relationships between industry returns and stock market returns

North American Journal of Economics and Finance

Volumn 26, Issue , 2013, Pages 119-144

  Lee, Chien Chiang ^a   Chen, Mei Ping ^b   Chang, Chi Hung ^c  

^a NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

^b NATIONAL TAICHUNG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^c FENG CHIA UNIVERSITY   (Taiwan)

Author keywords

C32; E44; G15; Granger causality; Industry; Logit model; Stock market returns; Structural breaks

Indexed keywords

EID: 84884567335     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2013.08.002     Document Type: Article

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