Testing predictability of stock returns under possible bubbles
Bingduo Yang, Wei Long, Zihui Yang
| Year of publication: |
2022
|
|---|---|
| Authors: | Yang, Bingduo ; Long, Wei ; Yang, Zihui |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 68.2022, p. 246-260
|
| Subject: | Bubble | Hypothesis test | IVX | Predictive regression | Spekulationsblase | Bubbles | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464495