The Chinese equity premium predictability : evidence from a long historical data
Year of publication: |
2023
|
---|---|
Authors: | Ma, Feng ; Cao, Jiawei |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 53.2023, p. 1-7
|
Subject: | Chinese macroeconomic variables | Dimensionality reduction methods | Equity premium predictability | Long-term return predictability | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | China | Kapitaleinkommen | Capital income |
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