Should stock returns predictability be "hooked on" long-horizon regressions?
Year of publication: |
2023
|
---|---|
Authors: | Dergiades, Theologos ; Pouliasis, Panos K. |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 718-732
|
Subject: | frequency domain | long-horizon predictability | stock returns | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Aktienmarkt | Stock market |
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