Modelling time-variation in the stock return-dividend yield predictive equation
Year of publication: |
2014
|
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Authors: | McMillan, David G. |
Published in: |
Financial markets, institutions & instruments. - Boston, Mass. [u.a.] : Wiley-Blackwell, ISSN 0963-8008, ZDB-ID 1122275-X. - Vol. 23.2014, 5, p. 273-302
|
Subject: | Stock returns | Predictability | Time-variation | Dividend growth | Panel | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Dividende | Dividend | Schätzung | Estimation | Börsenkurs | Share price | Panel study | Kapitalmarktrendite | Capital market returns |
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