Does cash flow predict returns?
Year of publication: |
2014
|
---|---|
Authors: | Narayan, Paresh Kumar ; Westerlund, Joakim |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 35.2014, p. 230-236
|
Subject: | Cash flow volatility | Returns | Predictability | Panel data | Sectors | Cash Flow | Cash flow | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Volatilität | Volatility | Panel | Panel study | Prognose | Forecast | Schätzung | Estimation |
-
The MAX effect : European evidence
Walkshäusl, Christian, (2014)
-
Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar, (2015)
-
Stock return predictability and determinants of predictability and profits
Bannigidadmath, Deepa, (2016)
- More ...
-
Using panel data to construct simple and efficient unit root tests in the presence of GARCH
Westerlund, Joakim, (2009)
-
Westerlund, Joakim, (2015)
-
A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim, (2015)
- More ...