Equilibrium Pricing and Return Predictability
The article explains how the relationship between assets can predict returns through equilibrium pricing effects. It also discusses how the returns of certain assets can forecast the returns of investment assets, without requiring additional information or adjustments.
Featured in No. 77 on 4 Dec 2024 · 1 day after release
- Released
- 3 Dec 2024
- First featured
- No. 77 · 4 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5042622
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).