The term structure of implied dividend yields and expected returns
John F. O. Bilson; Sang Baum Kang; Hong Luo
| Year of publication: |
2015
|
|---|---|
| Authors: | Bilson, John F. ; Kang, Sang Baum ; Luo, Hong |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 128.2015, p. 9-13
|
| Subject: | Predictive regression | Dividend yield | Dividend price ratio | Sharpe ratio | Stochastic dominance | Dividende | Dividend | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011382973