Negative earnings, positive earnings and stock return predictability: An empirical examination of market timing
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- Rui Gonc{c}alves & Helena Ferreira & Alberto Pinto, 2010. "Universality in DAX index returns fluctuations," Papers 1004.1136, arXiv.org, revised Apr 2010.
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Keywords
Investments Earnings Predictability of stock returns Market timing;Statistics
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