Time-varying persistence in expected returns
Year of publication: |
2001
|
---|---|
Authors: | Priestley, Richard |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 25.2001, 7, p. 1271-1286
|
Saved in:
Saved in favorites
Similar items by person
-
Consumption Fluctuations and Expected Returns
ATANASOV, VICTORIA, (2020)
-
Management compensation and market timing under portfolio constraints
Agarwal, Vikas, (2012)
-
Time-varying risk premiums and the output gap
Cooper, Ilan, (2009)
- More ...