A random coefficient approach to the predictability of stock returns in panels
Joakim Westerlund; Paresh Narayan
| Year of publication: |
2015
|
|---|---|
| Authors: | Westerlund, Joakim ; Narayan, Paresh Kumar |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 3, p. 605-664
|
| Subject: | panel data | predictive regression | stock return predictability | Panel | Panel study | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011339261