Does cash-flow news play a better role than discount-rate news? : evidence from global regional stock markets
Year of publication: |
2021
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Authors: | Wu, Ming ; Ohk, Kiyool ; Ko, Kwangsoo |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 110.2021, p. 1-21
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Subject: | Log-linear SVAR model | Global regional stock markets | Cash-flow news | Discount-rate news | Non-fundamental news | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | VAR-Modell | VAR model | Börsenkurs | Share price | Welt | World | Cash Flow | Cash flow | Schock | Shock |
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