On the properties of regression test of stock returns predictability using dividend-price ratios
Seongman Moon; Carlos Velasco
| Year of publication: |
2014
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|---|---|
| Authors: | Moon, Seongman ; Velasco, Carlos |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 1, p. 151-173
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| Subject: | conditional test | local-to-unity assumption | predictive regression | present value model | Q-test | t-test | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Börsenkurs | Share price | Schätztheorie | Estimation theory | Schätzung | Estimation | Dividende | Dividend | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010233601