News shocks and the production-based term structure of equity returns
Hengjie Ai, Mariano Max Croce, Anthony M. Diercks, Kai Li
| Year of publication: |
July 2018
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|---|---|
| Authors: | Ai, Hengjie ; Croce, Mariano M. ; Diercks, Anthony M. ; Li, Kai |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 7, p. 2423-2467
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| Subject: | Kapitalmarktrendite | Capital market returns | Ankündigungseffekt | Announcement effect | Zinsstruktur | Yield curve | CGE-Modell | CGE model | Cash Flow | Cash flow | Konjunktur | Business cycle | Portfolio-Management | Portfolio selection | Theorie | Theory | USA | United States | 1950-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhy015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011927137