A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Year of publication: |
2014
|
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Authors: | Herwartz, Helmut ; Rengel, Malte ; Fang, Xu |
Published in: | |
Subject: | Finanzanalyse | Financial analysis | Mean Reversion | Mean reversion | Privater Konsum | Private consumption | Volatilität | Volatility | Risiko | Risk | Schätzung | Estimation | USA | United States | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Gewinn je Aktie | Earnings per share | 1871-2013 |
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