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

For many investors, it is important to predict the future trend of abnormal stock returns. Thus, in this research, the abnormal stock returns of the listed companies in Tehran Stock Exchange were tested since 2008- 2017 using three hypotheses. The first and second hypotheses examined the non-lineari...

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Bibliographic Details
Main Authors: Reyhaneh Enayayi Taebi, Alireza Mehrazeen, Mehdi Jabbari Nooqabi
Format: Article
Language:English
Published: Islamic Azad University of Arak 2021-04-01
Series:Advances in Mathematical Finance and Applications
Subjects:
Online Access:http://amfa.iau-arak.ac.ir/article_672532_8196ee8351574246098ad1b8c149bc07.pdf