Cash-flow or return predictability at long horizons? : the case of earnings yield
Year of publication: |
2020
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Authors: | Maio, Paulo ; Xu, Danielle |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 59.2020, p. 172-192
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Subject: | Dividend yield | Earnings yield | Earnings-growth predictability | Predictability of stock returns | Present-value model | Projection Minimum Distance method | VAR implied predictability | Weighted long-horizon regressions | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Dividende | Dividend | Prognose | Forecast | Börsenkurs | Share price | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
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