Fama French factors and US stock return predictability
Year of publication: |
2014
|
---|---|
Authors: | Panopulu, Aikaterinē ; Plastira, Sotiria |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 15.2014, 2, p. 110-128
|
Subject: | Fama French factors | out-of-sample forecasts | momentum | reversal | return predictability | Frankreich | France | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | CAPM | Börsenkurs | Share price | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | USA | United States | Prognose | Forecast |
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