Is the value spread a useful predictor of returns?

Journal of Financial Markets

Volumn 11, Issue 3, 2008, Pages 199-227

  Liu, Naiping ^a   Zhang, Lu ^b,c  

^a University of Michigan ^*  (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Business cycles; The value spread; Time series predictability

Indexed keywords

EID: 48949118016     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2008.01.003     Document Type: Article

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