Two out-of-sample forecasting models of the equity premium
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More about this item
Keywords
Predictability; out-of-sample; equity premium; disaggregated book-to-markets;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2020-11-16 (Forecasting)
- NEP-ORE-2020-11-16 (Operations Research)
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