Capturing the Impact of Unobserved Sector‐Wide Shocks on Stock Returns with Panel Data Model

Publisher: John Wiley & Sons Inc

E-ISSN: 1475-4932|91|295|495-508

ISSN: 0013-0249

Source: THE ECONOMIC RECORD, Vol.91, Iss.295, 2015-12, pp. : 495-508

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Abstract