haku: @indexterm Dividends / yhteensä: 268
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Tekijä: | Campbell, J.Y. Yogo, M. |
Otsikko: | Efficient tests of stock return predictability |
Lehti: | Journal of Financial Economics
2006 : JUL, VOL. 81:1, p. 27-60 |
Asiasana: | dividends forecasting stock returns |
Kieli: | eng |
Tiivistelmä: | This article develops a model in order to test the predictability of stock returns. The authors aim to determine whether the conventional t-test results in invalid inference and an efficient predictability test to correct the problem. The results show that the authorsÂ’ test finds evidence for predictability. |
SCIMA