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- Danish Center for Accounting and Finance (D-CAF)

Dates:January 25-26, 2007
Description:Conference on: Return Predictability in the Short- and Long Run
Location:Copenhagen, Denmark
Subject:The purpose of the conference is to summarize the current state of knowledge regarding stock return predictability and its implications, and to present new research on this issue. Specific topics include (but are not limited to): - financial valuation ratios as predictors - macro variables as predictors - econometric issues (small sample bias, persistent regressors, etc) - return predictability and time-series asset pricing - return predictability and cross-sectional asset pricing - return predictability and asset allocation [gem╠_╠┘ den Informationen des Anbieters - according to site editor's information]
JEL Code:G
URL:http://econ.au.dk/fileadmin/site_files/filer_oekonomi/subsites/DCAF/prog-return.pdf

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