Stock returns and valuation ratios at sector level in South Africa : the regime-switch modelling approach
Kudakwashe Joshua Chipunza, Hilary Tinotenda Muguto, Lorraine Muguto and Paul-Francois Muzindutsi
| Year of publication: |
2025
|
|---|---|
| Authors: | Chipunza, Kudakwashe Joshua ; Muguto, Hilary Tinotenda ; Muguto, Lorraine ; Muzindutsi, Paul-Francois |
| Subject: | Dividend yield | price earnings | stock return predictability | structural breaks | regime-switching | Dividende | Dividend | Kapitaleinkommen | Capital income | Südafrika | South Africa | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Schätzung | Estimation | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Markov-Kette | Markov chain |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150920976641 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015329850