The information content of US stock market factors

<h3>Purpose </h3><p dir="ltr">The purpose of this paper is to consider the economic information content within several popular stock market factors and to the extent to which their movements are both explained by economic variables and can explain future output growth. &l...

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Bibliographic Details
Main Author: Mohammed M. Elgammal (17316970) (author)
Other Authors: Fatma Ehab Ahmed (20278131) (author), David G. McMillan (4499857) (author)
Published: 2020
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