Natascia Angelini

University of Bologna - School of Economics, Management, and Statistics

Italy

Mediterranean University of Reggio Calabria

Via dei Bianchi, 2

Reggio Calabria, Reggio Calabria 89127

Italy

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Value Matters: Predictability of Stock Index Returns

Number of pages: 27 Posted: 02 Apr 2012 Last Revised: 15 Jul 2013
University of Bologna - School of Economics, Management, and Statistics, University of Bologna - Department of Mathematics, Scuola Normale Superiore and University of Bologna - Department of Mathematics
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Abstract:

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Valuation Ratios, Long Run Stock Market Returns