Forecasting Japanese Stock Returns with Financial Ratios and Other Variables

• Material Type: 文書・図像類
• Title: Forecasting Japanese Stock Returns with Financial Ratios and Other Variables
• Author/Editor: Aono, Kohei; 祝迫, 得夫
• Author Heading: Aono, Kohei; 祝迫, 得夫; https://nrid.nii.ac.jp/nrid/1000090292523/
• Publication, Distribution, etc.: Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University
• Publication Date: 2010-10
• Publication Date (W3CDTF): 2010-10
• Contributor: 日本経済の物価変動ダイナミクスの解明 = Understanding Inflation Dynamics of the Japanese Economy
• Text Language Code: eng
• Subject Heading: forecastability of stock returns; price-earnings ratio; price dividend ratio
• Target Audience: 一般
• Note (General): First draft: August 2010; This draft: October 2010; 学術創成研究費 = Grant-in-Aid for Creative Scientific Research
• Format (IMT): application/pdf
• Source: fulltext; https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/18694/IFD_WP63.pdf
• Access Restrictions: インターネット公開
• Periodical Title: Working Paper Series ; No. 63
• Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）; https://irdb.nii.ac.jp
• Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources

• Summary, etc.: This paper extends the previous analyses of the forecastability of Japanese stock market returns in two directions. First, we carefully construct smoo...