Stock return predictability and cyclical movements in valuation ratios
Deshui Yu, Difang Huang, Li Chen
| Year of publication: |
2023
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|---|---|
| Authors: | Yu, Deshui ; Huang, Difang ; Li, Chen |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 72.2023, p. 36-53
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| Subject: | Nonparametric decomposition | Present-value models | Slow-moving and cyclical movements | Stock return predictability | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2023.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014476797