Uncovering expected returns : information in analyst coverage proxies
Year of publication: |
May 2017
|
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Authors: | Lee, Charles M. C. ; So, Eric |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 124.2017, 2, p. 331-348
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Subject: | Analysts | Expected returns | Anomalies | Coverage | Measurement error | Return predictability | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Prognose | Forecast | CAPM | Statistischer Fehler | Statistical error | Erwartungsbildung | Expectation formation | Börsenkurs | Share price |
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