Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Chunji Xuan, Chang-Jin Kim
| Year of publication: |
2020
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|---|---|
| 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
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| Subject: | Constant-gain learning | Out-of-sample forecasts | Steady-state shifts in mean | Stock return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Strukturbruch | Structural break | Lernprozess | Learning process | Prognose | Forecast | Schätzung | Estimation | Theorie | Theory | Großbritannien | United Kingdom | Dividende | Dividend | Börsenkurs | Share price | Aktienmarkt | Stock market | Deutschland | Germany | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.japwor.2020.101027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012590816