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From
The Nexus between Buyback, Business Cycle, and Stock Market Volatility
Foued Hamouda, Rabeb Riahi, Tarek Sadraoui
International Journal of Econometrics and Financial Management
.
2020
, 8(2), 61-65 doi:10.12691/ijefm-8-2-3
Table 1. Descriptive statistics of several financial assets: FTSE ALL SHARE, S&P 500 COMPOSITE, TOPIX and S&P/TSX COMPOSITE INDEX
Full size table and legend
Table 2. Multivariate Granger linear causality between business cycle, Stock repurchase, and stock market volatility
Full size table and legend