Can Cash Flow Expectations Explain Momentum and Reversal
This dissertation delves into the relation between asset returns, risks, and cash flow expectations. The first chapter uses the model-implied patterns of cash flow expectations to differentiate among the three most prominent behavioral theories explaining stock return momentum and reversal. Using an...
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| Language: | English |
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2014
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| Online Access: | https://doi.org/10.7916/D8RX997F |