1.Chaotic Test and Non-Linearity of Abnormal Stock Returns: Selecting an Optimal Chaos Model in Explaining Abnormal Stock Returns around the Release Date of Annual Financial Statements

作　　者：Reyhaneh Enayayi Taebi ;Alireza Mehrazeen ;Mehdi Jabbari Nooqabi

出　　处：Advances in Mathematical Finance and Applications. 2021 ;6(2):321-333.doi:10.22034/amfa.2020.1878654.1319

出版社：Islamic Azad University of Arak

文章 ID：1032161740

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