Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (Q473249)
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scientific article; zbMATH DE number 6372059
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| English | Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US |
scientific article; zbMATH DE number 6372059 |
Statements
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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0.6988628506660461
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0.6983591318130493
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0.6923497915267944
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0.684212863445282
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0.6834411025047302
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