The effect of firm and stock characteristics on stock returns: Stock market crash analysis
نویسندگان
چکیده
منابع مشابه
Demographics , Stock Market Flows , and Stock Returns ∗
This paper studies the link between population age structure, net outflows (dividends plus repurchases less net issues) from the stock market, and stock market returns in an overlapping generations framework. I find support for the traditional lifecycle models — the outflows from the stock market are positively correlated with the changes in the fraction of old people (65 and over) and negative...
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ژورنال
عنوان ژورنال: The Journal of Finance and Data Science
سال: 2016
ISSN: 2405-9188
DOI: 10.1016/j.jfds.2016.07.001