Economic significance of predictability in Australian equities
Author:
Publisher
Wiley
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-629X.2008.00264.x/fullpdf
Reference37 articles.
1. Forecasting stock returns using model-selection criteria;Alcock;Economic Record,2005
2. Anomalies in relationships between securities yield and yield surrogates;Ball;Journal of Financial Economics,1978
3. An examination of variation in the Australian stock market risk premium;Bellamy;Accounting Research Journal,1997
4. Assessing the economic significance of return predictability: a research note;Boudry;Journal of Business, Finance and Accounting,2003
5. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979
Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Predicting the Australian equity risk premium;Pacific-Basin Finance Journal;2022-02
2. Improving equity premium forecasts by incorporating structural break uncertainty;Accounting & Finance;2016-10-18
3. Out-of-sample stock return predictability in emerging markets;Accounting & Finance;2016-10-05
4. The complementary role of cross-sectional and time-series information in forecasting stock returns;Australian Journal of Management;2016-07-09
5. Conditional equity risk premia and realized variance jump risk;Australian Journal of Management;2014-05-22
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3