Price-dividend ratios and stock price predictability (Q4687274)
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scientific article; zbMATH DE number 6951798
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| default for all languages | No label defined |
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| 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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0.7574007511138916
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0.7542352080345154
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0.7462291121482849
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0.7409636378288269
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