Predicting the UK equity premium with dividend ratios: an out-of-sample recursive residuals graphical approach


Papadimitriou, Fotios (2006) Predicting the UK equity premium with dividend ratios: an out-of-sample recursive residuals graphical approach. In, Money, Macro and Finance Research Group 38th Annual Conference, York, GB, 13 - 15 Sep 2006.

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Description/Abstract

The purpose of this paper is to evaluate the ability of dividend ratios to predict the UK equity premium.

Item Type: Conference or Workshop Item (Paper)
Subjects: H Social Sciences > HF Commerce
H Social Sciences > HG Finance
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Structure - Pre August 2011 > School of Management
ePrint ID: 71274
Date Deposited: 12 Dec 2009
Last Modified: 27 Mar 2014 18:50
URI: http://eprints.soton.ac.uk/id/eprint/71274

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