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Why do dividend yields forecast stock returns?
Timmermann, Allan - In: Economics letters 46 (1994) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
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Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen - In: Economics letters 45 (1994) 2, pp. 169-174
Persistent link: https://www.econbiz.de/10001163976
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem - In: Economics letters 44 (1994) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
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Payout suspensions during the Covid-19 pandemic
Pettenuzzo, Davide; Sabbatucci, Riccardo; Timmermann, Allan - In: Economics letters 224 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014307907
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Bayesian mode inference for discrete distributions in economics and finance
Cross, Jamie; Hoogerheide, Lennart; Labonne, Paul; … - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071435
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Why do dividend yields forecast stock returns?
Timmermann, A. - In: Economics letters 46 (1994) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10006802400
Cover Image
Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, S.; Timmermann, A. - In: Economics letters 45 (1994) 2, pp. 169-174
Persistent link: https://www.econbiz.de/10006802480