Can economic links explain the cross-firm lead-lag relations?
Year of publication: |
2017
|
---|---|
Authors: | Zeng, Kailin |
Published in: |
Essays on empirical asset pricing. - Frankfurt am Main. - 2017, p. 1-58
|
Subject: | Kapitalmarktrendite | Capital market returns | Interindustrielle Verflechtung | Inter-industry linkages | Unternehmensdienstleistung | Business services | Schätzung | Estimation | USA | United States | 1926-2013 |
-
Horizontal industry links and return predictability
Zeng, Kailin, (2017)
-
Out‐of-sample return predictability : a quantile combination approach
Lima, Luiz Renato, (2017)
-
Examining the impact of STR weekly RevPAR announcements on lodging stock returns
Bloom, Barry A. N., (2013)
- More ...
-
Horizontal industry relationships and return predictability
Schlag, Christian, (2019)
-
Atta Mills, Ebenezer Fiifi Emire, (2020)
-
Can economic links explain lead–lag relations across firms?
Zeng, Kailin, (2021)
- More ...