Further evidence on bear market predictability: The role of the external finance premium
Year of publication: |
2013-08-15
|
---|---|
Authors: | Chen, Nan-Kuang ; Chen, Shiu-Sheng ; Chou, Yu-Hsi |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Bear markets | stock returns | Markov-switching models |
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