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Predictive Ability of Three Different Estimates of “Cay” to Excess Stock Returns – A Comparative Study for South Africa and USA
Emara, Noha - In: European Research Studies Journal XVII (2014) 1, pp. 3-18
-sample and the out-of-sample forecast of excess return. Our study departs from Lettau and Ludvigson (2001) in adding and …
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