Predictable Price Pressure
收藏NBER2022-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30688
下载链接
链接失效反馈官方服务：
资源简介：
We demonstrate that predictable uninformed cash flows forecast market and individual stock returns. Buying pressure from dividend payments (announced weeks prior) predicts higher value-weighted market returns, with returns for the top quintile of payment days four times higher than the lowest. This
提供机构：
美国国家经济研究局
创建时间：
2022-11-01
