Quality acceleration and cross-sectional returns : empirical evidence
Year of publication: |
2024
|
---|---|
Authors: | Ma, Yao ; Yang, Baochen ; Ye, Tao |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 69.2024, Art.-No. 102269, p. 1-21
|
Subject: | Investor sentiment | Limits to arbitrage | Mispricing | Quality acceleration | Return predictability | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Arbitrage | Prognoseverfahren | Forecasting model | CAPM | Börsenkurs | Share price | Produktqualität | Product quality | Schätzung | Estimation |
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