A structural break in the aggregate earnings-returns relation
Asher Curtis, Chang-Jin Kim and Hyung Il Oh
| Year of publication: |
2024
|
|---|---|
| Authors: | Curtis, Asher ; Kim, Chang-jin ; Oh, Hyung Il |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 22.2024, 5, p. 1785-1808
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338839