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What drives stock returns in Japan? |
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| Authors: | Liang Samuel Xin |
| Institution: | 1.Tyndale University College and Seminary, Toronto, ON, Canada ; |
| Abstract: | Financial Markets and Portfolio Management - We investigate systematic factors driving stock returns and stock return predictability in Japan. We find that dividend yield, cash-flow yield, and... |
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| 本文献已被 SpringerLink 等数据库收录！ | |