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 At Money, Macro and Finance Research Group 38th Annual Conference, United Kingdom. 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)
Venue - Dates: Money, Macro and Finance Research Group 38th Annual Conference, United Kingdom, 2006-09-13 - 2006-09-15
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ePrint ID: 71274
Date :
Date Event
14 September 2006Published
Date Deposited: 12 Dec 2009
Last Modified: 18 Apr 2017 21:04
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/71274

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