Predicting returns with financial ratios*1

• 1 May 2004
• journal article
• Published by Elsevier in Journal of Financial Economics
• https://doi.org/10.1016/s0304-405x(04)00068-6

Abstract

Keywords

• C32
• G12
• PREDICTIVE REGRESSIONS
• BIAS
• EXPECTED RETURNS
• EQUITY PREMIUM

All Related Versions

• Version 1, 2003-01-01, RePEc (Unconfirmed version)