Persistent and transitory components of firm characteristics : implications for asset pricing
Fahiz Baba-Yara, Martijn Boons, Andrea Tamoni
| Year of publication: |
2024
|
|---|---|
| Authors: | Yara, Fahiz Baba ; Boons, Martijn ; Tamoni, Andrea |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1460384-6. - Vol. 154.2024, Art.-No. 103808, p. 1-18
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| Subject: | Characteristics | Persistent-transitory decomposition | Cross-section | Return predictability | Discount rates | Theorie | Theory | CAPM | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Diskontierung | Discounting |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2024.103808 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015072197