Predicting the UK equity premium with dividend ratios: an out-of-sample recursive residuals graphical approach
Predicting the UK equity premium with dividend ratios: an out-of-sample recursive residuals graphical approach
The purpose of this paper is to evaluate the ability of dividend ratios to predict the UK equity premium.
Papadimitriou, Fotios
e90e7f7a-0d8d-4fbb-9b08-729d2dd2e217
14 September 2006
Papadimitriou, Fotios
e90e7f7a-0d8d-4fbb-9b08-729d2dd2e217
Papadimitriou, Fotios
(2006)
Predicting the UK equity premium with dividend ratios: an out-of-sample recursive residuals graphical approach.
Money, Macro and Finance Research Group 38th Annual Conference, York, United Kingdom.
12 - 14 Sep 2006.
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Conference or Workshop Item
(Paper)
Abstract
The purpose of this paper is to evaluate the ability of dividend ratios to predict the UK equity premium.
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Published date: 14 September 2006
Venue - Dates:
Money, Macro and Finance Research Group 38th Annual Conference, York, United Kingdom, 2006-09-12 - 2006-09-14
Identifiers
Local EPrints ID: 71274
URI: http://eprints.soton.ac.uk/id/eprint/71274
PURE UUID: 58bcdde7-e142-4a24-932c-49eaabffcbc8
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Date deposited: 12 Dec 2009
Last modified: 10 Dec 2021 16:33
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Contributors
Author:
Fotios Papadimitriou
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