Can the information content of share repurchases improve the accuracy of equity premium predictions?
Year of publication: |
2014
|
---|---|
Authors: | Andriosopoulos, Dimitris ; Chronopoulos, Dimitris K. ; Papadimitriou, Fotios I. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 26.2014, p. 96-111
|
Subject: | Stock return predictability | Dividend–price ratio | Share repurchases | Out-of-sample tests | Economic value | Prognoseverfahren | Forecasting model | Aktienrückkauf | Share repurchase | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risikoprämie | Risk premium | Dividende | Dividend | Schätzung | Estimation |
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