Long-horizon equity return predictability: some new evidence for the United Kingdom
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Cited by:
- Ai Deng, 2014.
"Understanding Spurious Regression in Financial Economics,"
Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 122-150.
- Ai Deng, 2013. "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 122-150, December.
- Simon Price & Christoph Schleicher, 2006. "Returns to equity, investment and Q: evidence from the United Kingdom," Bank of England working papers 310, Bank of England.
- Catherine Georgiou, 2020. "The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 13(3), pages 56-69, December.
- Simon Price & Christoph Schleicher, 2005. "Returns To Equity, Investment And Q: Evidence From The Uk," Manchester School, University of Manchester, vol. 73(s1), pages 32-57, September.
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This paper has been announced in the following NEP Reports:- NEP-CFN-2005-01-02 (Corporate Finance)
- NEP-RMG-2005-01-02 (Risk Management)
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