The roles of past returns and firm fundamentals in driving US stock price movements
Year of publication: |
January 2016
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Authors: | Hong, KiHoon ; Wu, Eliza |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 43.2016, p. 62-75
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Subject: | Stock returns | Fundamental analysis | Past returns | State space model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Theorie | Theory | Zustandsraummodell | USA | United States | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
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