Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
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Publication:473249
DOI10.1016/j.jeconom.2014.05.014zbMath1312.91074OpenAlexW2052885490MaRDI QIDQ473249
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.2014.05.014
endogeneitymaximum likelihoodvalue investingmacroeconomic variablesCompustat and CRSP databasesdynamic random effects models
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