Predicting market returns using aggregate implied cost of capital
Year of publication: |
2013
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Authors: | Li, Yan ; Ng, David Tat-chee ; Swaminathan, Bhaskaran |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 110.2013, 2, p. 419-436
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Subject: | Implied cost of capital | Market predictability | Valuation ratios | Kapitalkosten | Cost of capital | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Börsenkurs | Share price |
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