Open Access
A Stock Return Decomposition Using Observables
Author(s) -
Benjamin Knox,
Annette VissingJørgensen
Publication year - 2022
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2022.014
Subject(s) - economics , econometrics , stock (firearms) , dividend , dividend yield , financial economics , equity premium puzzle , futures contract , stock market crash , risk premium , stock market , finance , dividend policy , mechanical engineering , engineering , paleontology , horse , biology