This study examines the accrual anomaly under the framework of the Campbell [Campbell, J.Y. (1991). A variance decomposition for stock returns. Economic Journal 101 (405), 157-179.] model. The Campbell (1991) model shows that realized asset returns are a joint function of 1) expected returns, 2) rev
β¦ LIBER β¦
Book-to-Market Components, Future Security Returns, and Errors in Expected Future Earnings
β Scribed by Bruce K. Billings; Richard M. Morton
- Book ID
- 111667571
- Publisher
- John Wiley and Sons
- Year
- 2001
- Tongue
- English
- Weight
- 156 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0021-8456
No coin nor oath required. For personal study only.
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