The effect of firm and stock characteristics on stock returns: Stock market crash analysis
This study aims to determine characteristics of stocks and firms that are deliberately affected by stock market crash occurring in Indonesia. The study uses data for three major stock market crashes that occurred in 1997, 2000, and 2008. The analysis is accomplished by using multivariate regression...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co., Ltd.
2016-06-01
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| Series: | Journal of Finance and Data Science |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405918816300204 |