Do expected business conditions explain the value premium?
Year of publication: |
2012
|
---|---|
Authors: | Fong, Wai-mun |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 15.2012, 2, p. 181-206
|
Subject: | Value premium | Business risk | GDP forecasts | Predictive regressions | Asset pricing | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | CAPM | Regressionsanalyse | Regression analysis | Theorie | Theory | Risikomanagement | Risk management | Börsenkurs | Share price | Frühindikator | Leading indicator |
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