Market efficiency, role of earnings information, and stock returns : a vector autoregressive model approach
Year of publication: |
2011
|
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Authors: | Kubota, Keiichi ; Takehara, Hitoshi |
Published in: |
The Japanese accounting review : TJAR. - Kobe : RIEB, ISSN 2185-4785, ZDB-ID 2655755-1. - Vol. 1.2011, p. 17-37
|
Subject: | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | VAR-Modell | VAR model |
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