The reaction of stock returns to news about fundamentals
Year of publication: |
2015
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Authors: | Cenesizoglu, Tolga |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 61.2015, 5, p. 1072-1093
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Subject: | asset pricing | regime switching fundamentals | learning | asymmetric reaction | time-varying external signal precision | good and bad times | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | CAPM | Ankündigungseffekt | Announcement effect |
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