Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes

Anastasios Malliaris and Ramaprasad Bhar

Review of Behavioral Finance, 2011, vol. 3, issue 1, 27-53

Abstract: Keywords: Excess stock returns, Equity premium, Dividends, Macroeconomic variables, Momentum, Markov regimes

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:eme:rbfpps:v:3:y:2011:i:1:p:27-53

DOI: 10.1108/19405979201100002

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