Understanding time-varying short-horizon predictability
Yacine Hammami, Jie Zhu
| Year of publication: |
2020
|
|---|---|
| Authors: | Hammami, Yacine ; Zhu, Jie |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-7
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| Subject: | Dividend yield persistency | Investor sentiment | Stock return predictability | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Dividende | Dividend | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430744