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Testing return predictability with the dividend-growth equation : an anatomy of the dog
Hjalmarsson, Erik; Kiss, Tamás - 2019
Persistent link: https://www.econbiz.de/10012064768
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Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik; Kiss, Tamás - In: Journal of applied econometrics 37 (2022) 7, pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
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Predictability in equity markets : estimation and inference
Kiss, Tamás - 2019
Persistent link: https://www.econbiz.de/10012292152
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Predicting returns and dividend growth : the role of non-Gaussian innovations
Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang - 2021
Persistent link: https://www.econbiz.de/10012605024
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Predicting returns and dividend growth : the role of non-Gaussian innovations
Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang - In: Finance research letters 46 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013341435
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Predictive regressions with panel data
Hjalmarsson, Erik (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569981
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On the predictability of global stock returns
Hjalmarsson, Erik (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569991
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The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik - 2007
Persistent link: https://www.econbiz.de/10003997742
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Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik - 2008
Persistent link: https://www.econbiz.de/10003997782
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New methods for inference in long-horizon regressions
Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 3, pp. 815-839
Persistent link: https://www.econbiz.de/10009384976