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
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.