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~isPartOf:"Royal Economic Society Annual Conference 2003"
~person:"Guidolin, Massimo"
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Guidolin, Massimo
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Economic Implications of Bull and Bear Regimes in UK Stock Returns
Guidolin, Massimo
;
Timmermann, Allan
-
Royal Economic Society - RES
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2003
significantly reduced. When we extend the return
forecasting
model to allow for predictability from the lagged dividend yield, we …
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