Blar i BI Open på forfatter "Kleiven, Agnethe"
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The fundamental-derived equity premium
Mellingen, Vegard; Kleiven, Agnethe (Master thesis, 2013-02-13)We investigate Fama and French’s (2002) fundamental-derived dividend growth model in 13 markets for the 1970-2011 period. We find that in most of the markets the dividend growth model produces both lower and more precise ...