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Keywords: MODWT
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Journal Articles
Journal:
Accounting Research Journal
Accounting Research Journal (2017) 30 (4): 413–429.
Published: 06 November 2017
... to the terrorist activities. The authors use the multiscale beta approach ( Yamada, 2005 ) and the maximal overlap discrete wavelet transform (MODWT) to test the heterogeneous market hypothesis. Findings Terrorism activities increase the systematic risk for most of the industries and the negative impact...
