On the Expected Earnings Hypothesis Explanation of the Aggregate Returns–Earnings Association Puzzle

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Overview

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Keyphrases

Aggregate Earnings Keyphrases

Expected Earnings Keyphrases

Earnings Changes Keyphrases

Macroeconomic Infor... Keyphrases

Stock Returns Keyphrases

Modeling Strategy Keyphrases

Correlation Changes Keyphrases

Accounting Change Keyphrases

Volatility Changes Keyphrases

Gross Domestic Prod... Keyphrases

Aggregate Return Keyphrases

INIS

information INIS

hypothesis INIS

correlations INIS

accounting INIS

volatility INIS

gross domestic prod... INIS

Economics, Econometrics and Finance

Profit Economics, Econometrics a...

Information Economics, Econometrics a...

Macroeconomics Economics, Econometrics a...

Accounting Economics, Econometrics a...

Return Economics, Econometrics a...

Capital Market Retu... Economics, Econometrics a...

Scientific Modellin... Economics, Econometrics a...

Volatility Economics, Econometrics a...

Gross Domestic Prod... Economics, Econometrics a...

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