๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Short-term versus Long-term Impact of Managers: Evidence from the Football Industry

โœ Scribed by Mathew Hughes; Paul Hughes; Kamel Mellahi; Cherif Guermat


Book ID
110977640
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
267 KB
Volume
21
Category
Article
ISSN
1045-3172

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This study examines the short-and long-term dependence in the United States and 21 international equity market indexes. Two heteroscedastic-robust testing methods, the modified rescaled range analysis and the rescaled variance ratio test, are employed to test for the existence of dependence. The evi