Search for dissertations about: "Tamás Kiss"

Found 1 swedish dissertation containing the words Tamás Kiss.

2. 1. Predictability in Equity Markets: Estimation and Inference

   Author : Tamás Kiss; Erik Hjalmarsson; Ádám Faragó; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary regressor; Persistence Adjustment; Predictive Regressions; Predictive System; Present-value relationship; Return Predictability; Stock-return Predictability; Non-stationary regressor Persistence Adjustment Predictive Regressions Predictive System Present-value relationship Return Predictability Stock-return Predictability;

   Abstract : The thesis consists of three chapters dealing with predictability in equity markets. The first chapter analyses predictive regressions in a predictive system framework, where the predictor is an imperfect proxy for the expected returns. READ MORE