Stock returns, aggregate earnings surprises, and behavioral finance

Journal of Financial Economics

Volumn 79, Issue 3, 2006, Pages 537-568

  Kothari, S P ^a   Lewellen, Jonathan ^b,c   Warner, Jerold B ^d  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b DARTMOUTH COLLEGE   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^d UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Business cycles; Discount rates; Earnings; Expected returns; Stock prices

Indexed keywords

EID: 32544446932     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.06.016     Document Type: Article

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