Price–Dividend Ratios and Stock Price Predictability

DOI10.1002/FOR.1231zbMath1397.62577OpenAlexW2164840012MaRDI QIDQ4687274

Yu-Hau Hu, Jyh-Lin Wu

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1231

zbMATH Keywords

random walkstime-varying meansout-of-sample predictabilityeconomic significancelong-horizon regression tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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