Industry-based equity premium forecasts
Purpose This paper aims to study whether the industry indexes predict the evolution of the broad stock market in the USA. Design/methodology/approach The study uses industry indexes to predict the equity premium in the USA. It considers several types of predictive models: constant coefficients and c...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | http://hdl.handle.net/10316/94900 |
| País: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/94900 |