Time-Varying Predictive Power of the Dividend Yield for Stock Returns : Evaluation Based on Bootstrapping
Year of publication: |
2017
|
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Authors: | Kim, Jae H. |
Other Persons: | Shamsuddin, Abul (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Dividende | Dividend | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 30, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2532122 [DOI] |
Classification: | C32 - Time-Series Models ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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