遇见数据集

Predictable Price Pressure

收藏
NBER2022-11-01 更新2025-01-04 收录
数据链接:
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

创建时间:
2022-11-01
二维码
社区交流群
二维码
科研交流群
商业服务