Determining what drives stock returns : proper inference is crucial ; evidence from the UK
Jun Ma; Mark E. Wohar
| Year of publication: |
2014
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|---|---|
| Authors: | Ma, Jun ; Wohar, Mark E. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 33.2014, p. 371-390
|
| Subject: | Stock price decomposition | State-space model | Weak identification | VAR return decomposition | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Dekompositionsverfahren | Decomposition method | VAR-Modell | VAR model | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010532715