A structural break in the aggregate earnings-returns relation
Year of publication: |
2024
|
---|---|
Authors: | Curtis, Asher ; Kim, Chang-jin ; Oh, Hyung Il |
Subject: | aggregate earnings-returns relation | structural change | discount rate news | cash flow news | persistence | great moderation | Strukturbruch | Structural break | Cash Flow | Cash flow | Ankündigungseffekt | Announcement effect | Strukturwandel | Structural change | Aggregation | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price |
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