Changing economic environment and expected return proxies
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DOI: 10.1108/cfri-07-2024-0434
Abstract: PurposeWe aim to examine two issues. First, we intend to identify the best performing expected return proxies. Second, we investigate whether the expected return proxies for individual stocks can track the corresponding realized returns during… read more here.
Keywords: methodology; economic environment; return proxies; based proxies ... See more keywords