A structural break in the aggregate earnings-returns relation
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 |
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