Macro variables and the components of stock returns
Year of publication: |
September 2015
|
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Authors: | Maio, Paulo ; Philip, Dennis |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 33.2015, p. 287-308
|
Subject: | Macroeconomy and stock returns | Return decomposition | Stock return predictability | Discount-rate news | Cash-flow news | Intertemporal CAPM | Schätzung | Estimation | Kapitaleinkommen | Capital income | CAPM | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect |
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