Excess volatility and predictability of stock prices in a trend-stationary dividend model with learning
Year of publication: |
1994
|
---|---|
Authors: | Timmermann, Allan |
Institutions: | Centre for Economic Policy Research (contributor) |
Publisher: |
London : Centre for Economic Policy Research [u.a.] |
Subject: | Dividende | Dividend | Börsenkurs | Share price | Volatilität | Volatility | Lernprozess | Learning process | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | CAPM |
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