Inferring Aggregate Market Expectations from the Cross Section of Stock Prices.

Autor: Bali, Turan G.1 (AUTHOR) turan.bali@georgetown.edu, Nichols, D. Craig2 (AUTHOR) dcnichol@syr.edu, Weinbaum, David2 (AUTHOR) dweinbau@syr.edu
Zdroj: Journal of Financial & Quantitative Analysis. May2024, Vol. 59 Issue 3, p1064-1099. 36p.
Databáze: Business Source Ultimate