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Understanding predictability
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1
Is the stock market predictable? : Forget autoregressive models ;
dividend
yield models do have some predictive power
Fuller, Russell J.
- In:
The journal of portfolio management : a publication of …
16
(
1990
)
4
,
pp. 28-36
Persistent link: https://www.econbiz.de/10001112348
Saved in:
2
Earnings and expected returns
Lamont, Owen A.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
5
,
pp. 1563-1587
Persistent link: https://www.econbiz.de/10001248620
Saved in:
3
The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.
;
Sanchez-Valle, René
-
1998
Persistent link: https://www.econbiz.de/10000998646
Saved in:
4
Stock return predictability : evidence across US industries
Quynh Thi Thuy Pham
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012490583
Saved in:
5
Fractional integration of the price-
dividend
ratio in a present-value model of stock prices
Goliñski, Adam
;
Madeira, João
;
Rambaccussing, Dooruj
-
2015
Persistent link: https://www.econbiz.de/10010513447
Saved in:
6
Asset-pricing implications of
dividend
volatility
Li, Yan
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
9
,
pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
Saved in:
7
A forecast evaluation of expected equity return measures
Chin, Michael
;
Polk, Christopher
-
2015
Persistent link: https://www.econbiz.de/10010497568
Saved in:
8
Using
dividend
discount models to estimate expected returns
Cornell, Bradford
- In:
The journal of investing
24
(
2015
)
1
,
pp. 48-51
Persistent link: https://www.econbiz.de/10011413770
Saved in:
9
The term structure of implied
dividend
yields and expected returns
Bilson, John F.
;
Kang, Sang Baum
;
Luo, Hong
- In:
Economics letters
128
(
2015
),
pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
Saved in:
10
Neural network linear forecast for stock returns
Kanas, Angelos
- In:
International journal of finance & economics : IJFE
6
(
2001
)
3
,
pp. 245-254
Persistent link: https://www.econbiz.de/10001607411
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