Asset pricing and predictability of stock returns in the French market
Year of publication: |
2011
|
---|---|
Authors: | Ellouz, Siwar |
Published in: |
International Journal of Managerial and Financial Accounting. - Inderscience Enterprises Ltd, ISSN 1753-6715. - Vol. 3.2011, 3, p. 279-303
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | predictability | predetermined variables | conditional asset pricing | stock returns | France | stock markets | risk premium | dividend yields | default spread | term spread |
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