Time variations and covariations in the expectation and volatility of stock market returns
Year of publication: |
1994
|
---|---|
Authors: | Whitelaw, Robert F. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 49.1994, 2, p. 515-541
|
Subject: | Kapitaleinkommen | Capital income | Commercial Paper | Commercial paper | Dividende | Dividend | Öffentliche Anleihe | Public bond | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | 1953-1989 |
-
The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F., (1998)
-
Price Dividend Ratio and Long-Run Stock Returns : A Score Driven State Space Model
Delle Monache, Davide, (2020)
-
Endogenous dividend dynamics and the term structure of dividend strips
Belo, Frederico, (2012)
- More ...
-
The real value of China's stock market
Carpenter, Jennifer N., (2018)
-
The myth of long-horizon predictability
Boudoukh, Jacob, (2008)
-
Uncovering the risk-return relation in the stock market
Guo, Hui, (2006)
- More ...