Macro variables and the components of stock returns
Paulo Maio, Dennis Philip
| Year of publication: |
September 2015
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|---|---|
| Authors: | Maio, Paulo ; Philip, Dennis |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 33.2015, p. 287-308
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| Subject: | Macroeconomy and stock returns | Return decomposition | Stock return predictability | Discount-rate news | Cash-flow news | Intertemporal CAPM | Kapitaleinkommen | Capital income | CAPM | Prognoseverfahren | Forecasting model | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | 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.jempfin.2015.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011556888