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Forecasting long-horizon volatility for strategic asset allocation
Cardinale, Mirko; Naik, Narayan Y.; Sharma, Varun - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 83-98
Persistent link: https://www.econbiz.de/10012486044
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Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779
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Mésalignements, rentabilités et volatilité sur le marché des actions
Boucher, Christophe - In: Vie & sciences économiques : la revue des docteurs ès … 178 (2008), pp. 22-32
Persistent link: https://www.econbiz.de/10003710784
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The role of "other information" in analysts' forecasts in understanding stock return volatility
Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Review of accounting studies 19 (2014) 4, pp. 1346-1392
Persistent link: https://www.econbiz.de/10010459687
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Asset price dynamics, volatility, and prediction
Taylor, Stephen J.; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay - 2004
Persistent link: https://www.econbiz.de/10001783632
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Irrational exuberance reconsidered : the cross section of stock returns
Külpmann, Mathias - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001755223
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Duration-Based Stock Valuation : Reassessing Stock Market Performance and Volatility
van Binsbergen, Jules H. - 2020
higher) levels of volatility. These results provide a novel perspective on both the equity risk premium and excess volatility …
Persistent link: https://www.econbiz.de/10012832927
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Explaining the Variance of Price Dividend Ratios
Cochrane, John H. - 2010
This paper presents a bound on the variance of the price-dividend ratio and a decomposition of the variance of the price-dividend ratio into components that reflect variation in expected future discount rates and variation in expected future dividend growth. Unobserved discount rates needed to...
Persistent link: https://www.econbiz.de/10012762729