The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors:
nber.org/papers/w2100
On Persistence in Mutual Fund Performance:
onlinelibrary.wiley.com/doi/full/10.1111/j.1540-6261.1997.tb03808.x
Multifactor Explanations of Asset Pricing Anomalies:
onlinelibrary.wiley.com/doi/10.1111/j.1540-6261.1996.tb05202.x
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction:
deliverypdf.ssrn.com/delivery.php?ID=597095116095089031066024070098071002127063056052064082108093008005093104122112024075053003005120047011112021103067113001123125109082054028068105070077076069088102066061053095100127079120127066012102015011114079023017086065002120113096094067127118085&EXT=pdf&INDEX=TRUE
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis:
rady.ucsd.edu/faculty/directory/timmermann/pub/docs/bootstrap.pdf
Consumption, Aggregate Wealth, and Expected Stock Returns:
newyorkfed.org/research/staff_reports/sr77.html
Do the Fama-French Factors Proxy for Innovations in Predictive Variables?:
efmaefm.org/0efmameetings/EFMA ANNUAL MEETINGS/2009-Milan/papers/EFMA2009_0243_fullpaper.pdf
Further readings:
The Econometrics of Financial Markets
by John Y. Campbell, Andrew W. Lo, A.Craig MacKinlay
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange, 2nd Edition
by Keith Cuthbertson, Dirk Nitzsche
nber.org/papers/w2100
On Persistence in Mutual Fund Performance:
onlinelibrary.wiley.com/doi/full/10.1111/j.1540-6261.1997.tb03808.x
Multifactor Explanations of Asset Pricing Anomalies:
onlinelibrary.wiley.com/doi/10.1111/j.1540-6261.1996.tb05202.x
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction:
deliverypdf.ssrn.com/delivery.php?ID=597095116095089031066024070098071002127063056052064082108093008005093104122112024075053003005120047011112021103067113001123125109082054028068105070077076069088102066061053095100127079120127066012102015011114079023017086065002120113096094067127118085&EXT=pdf&INDEX=TRUE
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis:
rady.ucsd.edu/faculty/directory/timmermann/pub/docs/bootstrap.pdf
Consumption, Aggregate Wealth, and Expected Stock Returns:
newyorkfed.org/research/staff_reports/sr77.html
Do the Fama-French Factors Proxy for Innovations in Predictive Variables?:
efmaefm.org/0efmameetings/EFMA ANNUAL MEETINGS/2009-Milan/papers/EFMA2009_0243_fullpaper.pdf
Further readings:
The Econometrics of Financial Markets
by John Y. Campbell, Andrew W. Lo, A.Craig MacKinlay
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange, 2nd Edition
by Keith Cuthbertson, Dirk Nitzsche
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.