Does the information content of payout initiations and omissions influence firm risks?
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Publication:473247
DOI10.1016/j.jeconom.2014.05.012zbMath1312.91095OpenAlexW2080287012MaRDI QIDQ473247
Abhinav Goyal, Cal B. Muckley, Henk von Eije
Publication date: 24 November 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.05.012
dividendsidiosyncratic riskinitiationsomissionsrepurchasesself-selectionsystematic firm riskstotal risk
Uses Software
Cites Work
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- Common risk factors in the returns on stocks and bonds