The long-run reversal in the long run : Insights from two centuries of international equity returns
Adam Zaremba, Renatas Kizys, Muhammad Wajid Raza
| Year of publication: |
2020
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|---|---|
| Authors: | Zaremba, Adam ; Kizys, Renatas ; Raza, Muhammad Wajid |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 55.2020, p. 177-199
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| Subject: | Asset pricing | Country equity indices | Early security data | Equity anomalies | Long-run reversal | Long-term reversal | Return predictability | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Welt | World | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2019.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012175753