Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Year of publication: |
2020
|
---|---|
Authors: | Xuan, Chunji ; Kim, Chang-jin |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 55.2020, p. 1-8
|
Subject: | Constant-gain learning | Out-of-sample forecasts | Steady-state shifts in mean | Stock return predictability | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Börsenkurs | Share price | Lernprozess | Learning process | Aktienmarkt | Stock market | Theorie | Theory | Prognose | Forecast | Großbritannien | United Kingdom |
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