English, Article, Journal or magazine article edition: Nonlinear Diachronic Relationships between Financial Newspapers Circulations and the General Index of the Athens Stocks Exchange Maria Kalpouzani; Dikaios Tserkezos

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Bookmark: http://trove.nla.gov.au/version/77034
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Nonlinear Diachronic Relationships between Financial Newspapers Circulations and the General Index of the Athens Stocks Exchange
Author
  • Maria Kalpouzani
  • Dikaios Tserkezos
Physical Description
  • preprint
Notes
  • This paper investigates the existence of any linear or non-linear diachronic relationship between the financial newspapers circulations and the General Index of the Athens Stocks Exchange (ASE). We employed a nonlinear version of the Hsiao¢s (1979) linear causality technique in order to test and detect the direction of any possible linear or non-linear causality between these variables. Using daily data of the period 2003-2007 we identified non-linear bi-directional causality between the financial newspapers circulations and the General Index of the Athens Stocks Exchange (ASE).
  • Financial newspapers circulations, Athens Stocks Exchange General Index, Non-linear Causality, Diachronic Impulse Response Functions
  • RePEc:crt:wpaper:0903
Language
  • English
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