Predicting stock returns with implied cost of capital : a partial least squares approach
Khoa Hoang, Damien Cannavan, Ronghong Huang, Xiaowen Peng
| Year of publication: |
2021
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|---|---|
| Authors: | Hoang, Khoa ; Cannavan, Damien ; Huang, Ronghong ; Peng, Xiaowen |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 53.2021, p. 1-16
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| Subject: | Implied cost of capital | Market predictability | Partial least squares | Risk premium | Kapitalkosten | Cost of capital | Kapitaleinkommen | Capital income | Risikoprämie | Partielle kleinste Quadrate | Prognoseverfahren | Forecasting model | CAPM | Schätzung | Estimation | Börsenkurs | Share price | Finanzmarkt | Financial market | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2020.100576 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013271976