Return decomposition and the Intertemporal CAPM
Year of publication: |
2014
|
---|---|
Authors: | Maio, Paulo |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 4958-4972
|
Subject: | Asset pricing | Linear multifactor models | Intertemporal CAPM | Predictability of returns | Return decomposition | Cash flow news | Discount rate news | Theorie | Theory | CAPM | Kapitaleinkommen | Capital income | Dekompositionsverfahren | Decomposition method | Prognoseverfahren | Forecasting model | Cash Flow | Cash flow | Schätzung | Estimation | Ankündigungseffekt | Announcement effect |
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