The validity and time-horizon of the Fed model for equity valuation: a co-integration approach
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Papers
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More about this item
Keywords
arbitrage; stock; earning yields; Fed model;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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