Extrapolation bias and the predictability of stock returns by price-scaled variables
Stefano Cassella, Huseyin Gulen
| Year of publication: |
November 2018
|
|---|---|
| Authors: | Cassella, Stefano ; Gulen, Huseyin |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 11, p. 4345-4397
|
| Subject: | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | 1963-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhx139 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011950826