On the economic significance of stock return predictability
Scott Cederburg, Travis L. Johnson, and Michael S. O'Doherty
| Year of publication: |
2023
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|---|---|
| Authors: | Cederburg, Scott ; Johnson, Travis L. ; O'Doherty, Michael |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 27.2023, 2, p. 619-657
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| Subject: | Stock market return predictability | Time-varying volatility | Economic significance | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Großbritannien | United Kingdom | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Prognose | Forecast |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfac035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014317955