Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia
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DOI: 10.32468/be.1243
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More about this item
Keywords
Book-to-market; Earnings-to-price; Excess returns; Bayesian; Book-to market; ganancia-a-precio; excesos de retorno; bayesiano;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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