Stock return predictability and dividend-price ratio : a nonlinear approach
Year of publication: |
2010
|
---|---|
Authors: | McMillan, David G. ; Wohar, Mark E. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 4, p. 351-365
|
Subject: | Stock returns | predictability | forecasting | ESTR model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Dividende | Dividend | Börsenkurs | Share price | Schätzung | Estimation | Prognose | Forecast | Großbritannien | United Kingdom |
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