Return predictability following different drivers of large price changes
Year of publication: |
May 2016
|
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Authors: | Patel, Vinay ; Michayluk, David |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 45.2016, p. 202-214
|
Subject: | Return predictability | Large price change | Information | Liquidity | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation |
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