Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?
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A number of variables are correlated with subsequent returns on the aggregate US stock market in the 20th Century. Some of these variables are stock market valuation ratios, others reflect patterns in corporate finance or the levels of short- and long-term interest rates. Amit Goyal and Ivo Welch
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美国国家经济研究局创建时间：
2005-07-01
