Predicting international stock returns with conditional price-to-fundamental ratios
Jochen Lawrenz, Josef Zorn
| Year of publication: |
September 2017
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|---|---|
| Authors: | Lawrenz, Jochen ; Zorn, Josef |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 43.2017, p. 159-184
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| Subject: | International stock market returns | International asset allocation | Predictability | Price to fundamental ratios | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Prognoseverfahren | Forecasting model | Welt | World | Börsenkurs | Share price | CAPM | Portfolio-Investition | Foreign portfolio investment | Deutschland | Germany | Japan | Großbritannien | United Kingdom | Aktienmarkt | Stock market | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817953