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Dispersed analysts' forecasts of firms' operational uncertainties and stock returns

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The short-term and long-term trade-off between risk and return: chaos vs rationality

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This paper used the composite construction method proposed by Haugen (1999) and its application by Zhao and Wang (2010) for the Chinese stock market. Utilizing the Shanghai A-share market stocks data, this paper first selected the shares listed on the Shanghai Stock Exchange during January 1,...

Persistent link: https://www.econbiz.de/10012176152