Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (Q473249)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US |
scientific article |
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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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