Understanding time-varying short-horizon predictability
Year of publication: |
2020
|
---|---|
Authors: | Hammami, Yacine ; Zhu, Jie |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-7
|
Subject: | Dividend yield persistency | Investor sentiment | Stock return predictability | Kapitaleinkommen | Capital income | Dividende | Dividend | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Börsenkurs | Share price | Prognose | Forecast | Zeitreihenanalyse | Time series analysis |
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