Evaluating predictors within a present-value framework
Year of publication: |
2013
|
---|---|
Authors: | Yun, Jhe |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 3.2013, 2, p. 1-49
|
Subject: | Present-value relationship | return predictability | predictors | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Prognose | Forecast | Bewertung | Evaluation |
-
Predictability in equity markets : estimation and inference
Kiss, Tamás, (2019)
-
Testing return predictability with the dividend-growth equation : an anatomy of the dog
Hjalmarsson, Erik, (2019)
-
Predictable return distributions
Pedersen, Thomas Q., (2015)
- More ...
-
Evaluating Predictors within a Present-Value Framework
Yun, Jhe, (2013)
-
Evaluating Predictors within a Present-Value Framework
Yun, Jhe, (2012)
- More ...