Price–Dividend Ratios and Stock Price Predictability (Q4687274)
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scientific article; zbMATH DE number 6951798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price–Dividend Ratios and Stock Price Predictability |
scientific article; zbMATH DE number 6951798 |
Statements
Price–Dividend Ratios and Stock Price Predictability (English)
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11 October 2018
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time-varying means
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out-of-sample predictability
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random walks
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long-horizon regression tests
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economic significance
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