Asset growth and stock market returns : a time-series analysis
Quan Wen
| Year of publication: |
2019
|
|---|---|
| Authors: | Wen, Quan |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 23.2019, 3, p. 599-628
|
| Subject: | Asset growth | Return predictability | Time-varying risk premium | Forecast errors | extrapolation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfy018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012035115