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
Subject Areas : Financial AccountingReyhaneh Enayayi Taebi 1 , Alireza Mehrazeen 2 , Mehdi Jabbari Nooqabi 3
1 - Department of Accounting, Neyshabur Branch, Islamic Azad University, Neyshabur, Iran
2 - Department of Accounting, Neyshabur Branch , Islamic Azad University,
Neyshabur, Iran
3 - Department of Statistics, Mashhad Branch, Ferdowsi University, Mashhad, Iran
Keywords:
Abstract :
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