Keywords: Vectors
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Managerial Finance (2006) 32 (6): 493–504.
Published: 01 June 2006
... and earnings, Granger causality tests within the setting of a vector autoregression (VAR) model provide a suitable method for identifying these effects. In the analysis which follows, the dynamic relationships between the prices, dividends and earnings series are examined on a pairwise basis, using three sets...

or Create an Account

Close Modal
Close Modal