The existence and source of stock return predictability : evidence from dividend, output and consumption ratios
Year of publication: |
2015
|
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Authors: | McMillan, David G. ; Black, Angela J. ; Klinkowska, Olga ; McMillan, Fiona J. |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 3, p. 186-208
|
Subject: | stock returns | predictability | ratios | long horizon | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Dividende | Dividend |
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