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  Chaotic Test and Non-Linearity of Abnormal Stock Returns: Selecting an Optimal Chaos Model in Explaining Abnormal Stock Returns around the Release Date of Annual Financial Statements

  Writer : Enayayi Taebi، Reyhaneh ؛ Mehrazeen، Alireza ؛ Jabbari Nooqabi، Mehdi ؛

  Journal:Advances in Mathematical Finance and Applications»Spring 2021, Volume 6 - Issue 2 Ranking الف (Ministry of Science/ISC (‎15 page(s) - From 110 to 124 )

  Keywords:Chaos TheoryEfficient Market HypothesisAbnormal stock returnsTechnical Analysis

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