Predicting excess stock returns out of sample : can anything beat the historical average?
Year of publication: |
2008
|
---|---|
Authors: | Campbell, John Y. ; Thompson, Samuel B. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 4, p. 1509-1531
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | USA | United States | 1925-2005 |
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