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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
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
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.

Record type: 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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More information

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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