The relation between earnings and price momentum : does it vary across regimes?
Yao Zheng, Peihwang Wei, Eric Osmer
| Year of publication: |
2022
|
|---|---|
| Authors: | Zheng, Yao ; Wei, Peihwang ; Osmer, Eric |
| Subject: | Earnings momentum | Financial constraints | Markov regime-switching | Price momentum | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Markov-Kette | Markov chain | Gewinn | Profit | Momentenmethode | Method of moments | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-021-01021-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013191852