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University of Otago
Capital market research, Multiplicative returns models, Value relevance, Time series models, Fundamental analysis, Error correction
Cross section models, Capital market research, Misspecification, Dynamic models
Cross section modeling, misspecification, heterogeneity, dynamic modeling, long run effect, fundamentals
Cross section modelling, misspecification, heterogeneity, dynamic modelling, long-run effect, fundamentals
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Capital market research, Dynamic modelling, Error correction, Value relevance
regression analysis, capital markets research, fundamentals, misspecification, multiplicative functional form, log-linear models
