Economic links and cross-predictability of stock returns : evidence from characteristic-based "styles"
Year of publication: |
2019
|
---|---|
Authors: | Müller, Sebastian |
Subject: | Cross-predictability | Earnings momentum | Post earnings announcement drift | Style returns | Spillovers | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Gewinn | Profit | Gewinnprognose | Earnings announcement | Portfolio-Management | Portfolio selection |
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