Where does the predictability from sorting on returns of economically linked firms come from?
Year of publication: |
2021
|
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Authors: | Burt, Aaron ; Hrdlicka, Christopher |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 56.2021, 8, p. 2634-2658
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Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Unternehmenskooperation | Inter-firm cooperation | Informationsverbreitung | Information dissemination | Portfolio-Management | Portfolio selection |
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