Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?
Year of publication: |
2005-07
|
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Authors: | Campbell, John Y. ; Thompson, Samuel B. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Campbell, John Y. and Samuel B. Thompson. "Predicting Excess Stock Returns Out of Sample: Can anything Beat the Historical Average?" Review of Financial Studies 21 (July 2008): 1509-1531. Number 11468 |
Classification: | G1 - General Financial Markets |
Source: |
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