Does sensitivity to cashflow news explain the value premium on European stock markets?
Year of publication: |
2006
|
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Authors: | Nitschka, Thomas |
Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
Subject: | cashflow and discount rate beta | international stock markets | value premium | book-to-market factor |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2006,12 |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Does sensitivity to cashflow news explain the value premium on European stock markets?
Nitschka, Thomas, (2006)
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