Predicting the Equity Premium with Dividend Ratios

DOI10.1287/mnsc.49.5.639.15149zbMath1232.91720OpenAlexW3121542091MaRDI QIDQ3114845

Amit Goyal, Ivo Welch

Publication date: 19 February 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.49.5.639.15149

zbMATH Keywords

stock returnsequity premiumout-of-sample predictiondividend yield

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

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