The empirical distribution of UK and US stock returns
Article Abstract:
A new study investigates the distribution of daily, weekly and monthly equity returns in the US and UK using exponential generalised beta and skewed generalised-t distribution.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2001
United States, Usage, Brief Article, Accounting, Securities, Distribution (Probability theory)
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2001
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The gilt-equity yield ratio and the predictability of UK and US equity returns
Article Abstract:
A variety of financial variables can be used for explaining equity returns. The relative merits of different variables in forecasting equity returns are assessed.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2000
Analysis, Dividends, Investment analysis, Securities analysis
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2000
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The accuracy, bias and efficiency of analyst's long run earnings growth forecasts
Article Abstract:
Analysts' long run earnings growth forecasts are examined for accuracy, bias and efficiency.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 1999
Forecasts and trends, Wages, Wages and salaries
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 1999
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Subjects list: Research
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