haku: @indexterm Vector autoregression models / yhteensä: 14
viite: 8 / 14
| Tekijä: | Vuolteenaho, T. |
| Otsikko: | What drives firm-level stock returns? |
| Lehti: | Journal of Finance
2002 : FEB, VOL. 57:1, p. 233-264 |
| Asiasana: | CASH FLOW DISCOUNT RATE STOCK RETURNS VECTOR AUTOREGRESSION MODELS |
| Kieli: | eng |
| Tiivistelmä: | The author uses a vector autoregressive model (VAR) to decompose an individual firm's stock return into two components: changes in cash-flow expectations (i.e., cash-flow news) and changes in discount rates (i.e., expected-return news). |
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