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Forecasting Japanese Stock Returns with Financial Ratios and Other Variables

Forecasting Japanese Stock Returns with Financial Ratios and Other Variables
Digital文書・図像類
Aono, Kohei, 祝迫, 得夫Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University2010-10
Available onlineOther Libraries in Japan
  • Summary, etc....tudies and the price dividend ratio. Second, we al......tion of logged price dividend ratios, lagged stock returns, and i...
  • Subject Headingforecastability of stock returns price-earnings ratio price dividend ratio

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