Auflistung LIF-SAFE Working Papers nach Schlagwort "information flow"
Anzeige der Dokumente 1-1 von 1
-
Horizontal Industry Relationships and Return Predictability
(2019-08-09)It has been documented that vertical customer-supplier links between industries are the basis for strong cross-sectional stock return predictability (Menzly and Ozbas (2010)). We show that robust predictability also arises ...