Forecasting stock returns : a predictor-constrained approach
Zhiyuan Pan, Davide Pettenuzzo, Yudong Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Pan, Zhiyuan ; Pettenuzzo, Davide ; Wang, Yudong |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 55.2020, p. 200-217
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| Subject: | 24-month high and low | Equity premium | Model combinations | Predictive regressions | Predictor constraints | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Regressionsanalyse | Regression analysis | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2019.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012175754