Dividend momentum and stock return predictability : a Bayesian approach
Year of publication: |
noviembre 2021
|
---|---|
Authors: | Petrella, Ivan ; Antolín-Díaz, Juan ; Hernández-Pizarro, Helena M. ; Rubio-Ramírez, Juan Francisco |
Publisher: |
[Madrid] : FEDEA |
Subject: | Dividende | Dividend | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | USA | United States | VAR-Modell | VAR model | 1947-2018 |
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