Is the US unique? International evidence on the aggregate earnings-returns association

We exploit differences in institutional and macroeconomic environments to shed light on what drives variation in the aggregate earnings-returns relation over time within the U.S. and across countries. We find that both intertemporal and cross-country variation in the aggregate earnings-returns assoc...

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Bibliographic Details
Main Authors: GALLO, Lindsey, HANN, Rebecca, LI, Congcong, ZOTOVA, Viktoriya
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2017
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Online Access:https://ink.library.smu.edu.sg/soa_research/1764
https://ink.library.smu.edu.sg/context/soa_research/article/2791/viewcontent/SSRN_id3179037.pdf
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Institution: Singapore Management University
Language: English