Four centuries of return predictability

Author:

Golez Benjamin,Koudijs Peter

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference51 articles.

1. Rule Britannia! British stock market returns, 1825−1870;Acheson;J. Econ. Hist.,2009

2. Valuation risk and asset pricing;Albuquerque;J. Financ.,2016

3. Economic Fluctuations in England;Ashton,1959

4. Risks for the long run: a potential resolution of asset pricing puzzles;Bansal;J. Financ.,2004

5. Predictive regressions: a present-value approach;Binsbergen;J. Financ.,2010

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