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Regime-switching stock returns and mean reversion
Nielsen, Steen - In: Essays in financial markets, (pp. 75-103). 2000
Persistent link: https://www.econbiz.de/10001591916
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Earnings adjustment and stock return predictability
Nielsen, Steen - In: Essays in financial markets, (pp. 144-159). 2000
Persistent link: https://www.econbiz.de/10001591920
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The random walk of stock prices : implications of recent nonparametric tests
Dahl, Christian M.; Nielsen, Steen - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599196
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Modeling the dividend-price ratio : the role of fundamentals using a regime-switching approach
Nielsen, Steen (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001600762
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Modeling the dividend-price ratio : the role of fundmentals using a regime-switching approach
Nielsen, Steen; Overgaard Olesen, Jan - In: Empirical studies of price behaviour in the Danish …, (pp. 156-195). 2001
Persistent link: https://www.econbiz.de/10001621233