Open AccessPredictability of equity returns and conditional asset pricing
Author(s) -
Ou Hu
Publication year - 2019
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.33915/etd.2113
Subject(s) - predictability , capital asset pricing model , econometrics , stock (firearms) , economics , predictive power , risk premium , financial economics , equity (law) , proxy (statistics) , equity premium puzzle , statistics , mathematics , philosophy , epistemology , political science , law , mechanical engineering , engineering