Valuation Ratios and Stock Return Predictability in South Africa: Is It There?
Year of publication: |
2012
|
---|---|
Authors: | Gupta, Rangan ; Modise, Mampho P. |
Published in: |
Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 48.2012, 1, p. 70-82
|
Publisher: |
M.E. Sharpe, Inc. |
Subject: | Monte Carlo simulation | nonlinear mean reversion | predictive regression |
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