Risk-return trade-off, information diffusion, and U.S. stock market predictability
Year of publication: |
December 2015
|
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Authors: | Xie, Haibin ; Wang, Shouyang |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 4, p. 1-20
|
Subject: | Risk-return trade-off | information diffusion | market predictability | U.S. stock market | USA | United States | Schätzung | Estimation | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Informationsverbreitung | Information dissemination | Börsenkurs | Share price | CAPM |
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