Economic links and cross-predictability of stock returns : evidence from characteristic-based "styles"
Sebastian Müller
| Year of publication: |
2019
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|---|---|
| Authors: | Müller, Sebastian |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 23.2019, 2, p. 363-395
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| Subject: | Cross-predictability | Earnings momentum | Post earnings announcement drift | Style returns | Spillovers | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Gewinn | Profit | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Gewinnprognose | Earnings announcement |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfx033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012035099