Valuation ratios and stock return predictability in South Africa : is it there?
Rangan Gupta and Mampho P. Modise
| Year of publication: |
2012
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|---|---|
| Authors: | Gupta, Rangan ; Modise, Mampho P. |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 48.2012, 1, p. 70-82
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| Subject: | Monte Carlo simulation | nonlinear mean reversion | predictive regression | Monte-Carlo-Simulation | Südafrika | South Africa | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Mean Reversion | Mean reversion | Finanzanalyse | Financial analysis | Regressionsanalyse | Regression analysis | Börsenkurs | Share price |
| 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/10009620175