Information demand and stock return predictability
Dimitris K. Chronopoulos, Fotios I. Papadimitriou, Nikolaos Vlastakis
| Year of publication: |
2018
|
|---|---|
| Authors: | Chronopoulos, Dimitris K. ; Papadimitriou, Fotios I. ; Vlastakis, Nikolaos |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 80.2018, p. 59-74
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| Subject: | Economic value | Information demand | Investor attention | Return sign predictability | Volatility forecast | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Prognose | Forecast | Informationswert | Information value | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000004