Earnings quality and the heterogeneous relation between earnings and stock returns
Year of publication: |
November 2017
|
---|---|
Authors: | Isidro, Helena ; Dias, José G. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 49.2017, 4, p. 1143-1165
|
Subject: | Return volatility | Accruals | Stock market | Markov-switching model | Financial crisis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Gewinn | Profit | Finanzkrise | Schätzung | Estimation | Aktienmarkt | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
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