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Latest revision as of 08:41, 9 July 2024

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Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
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    Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (English)
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    24 November 2014
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    Compustat and CRSP databases
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    dynamic random effects models
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    endogeneity
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    maximum likelihood
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    macroeconomic variables
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    value investing
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