Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia
The study examines the predictive capacity of book-to-market and earnings-to-price ratios in forecasting excess asset returns in an emerging market economy like Colombia’s. The objective is to determine the magnitude in which these ratios help to forecast excess returns and if there is any evidence...
Gardado en:
| Principais autores: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Universidad del Rosario
2024-07-01
|
| Series: | Revista de Economía del Rosario |
| Assuntos: | |
| Acceso en liña: | https://revistas.urosario.edu.co/index.php/economia/article/view/14711 |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|
