Investigating the sources of Black’s leverage effect in oil and gas stocks

Muhammad Surajo Sanusi*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)
    Original languageEnglish
    Article number1318812
    JournalCogent Economics and Finance
    Volume5
    Issue number1
    DOIs
    Publication statusPublished (VoR) - 2017

    Keywords

    • Black’s leverage effect
    • Book-to-market value
    • Debt- to-total assets
    • EGARCH
    • Fama-French-Carhart
    • Interest expenses-to-total assets
    • Long-term debt-to-market value of equity
    • Size effect

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