Stock return predictability and stationarity of dividend yield
Year of publication: |
2012
|
---|---|
Authors: | Chang, Kuang-Liang |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 32.2012, 1, p. 715-729
|
Publisher: |
AccessEcon |
Subject: | mean reversion | regime switching | stationarity | stock return predictability |
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