Predicting future stock returns at short and long horizons

It has been established in a vast number of financial and econometric literature that financial and macroeconomic variables such as dividend-price ratio and term spread forecast aggregate stock market returns at both short and long horizons in many developed and emerging economies. Using financial r...

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Bibliographic Details
Main Author: Ekundayo, S. (Sulaimon)
Format: Dissertation
Language:English
Published: University of Oulu 2015
Subjects:
Online Access:http://urn.fi/URN:NBN:fi:oulu-201505211593
http://nbn-resolving.de/urn:nbn:fi:oulu-201505211593