Predicting future stock returns at short and long horizons
It has been established in a vast number of financial and econometric literature that financial and macroeconomic variables such as dividend-price ratio and term spread forecast aggregate stock market returns at both short and long horizons in many developed and emerging economies. Using financial r...
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Format: | Dissertation |
Language: | English |
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University of Oulu
2015
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Online Access: | http://urn.fi/URN:NBN:fi:oulu-201505211593 http://nbn-resolving.de/urn:nbn:fi:oulu-201505211593 |