• An Improved Model for Long-Horizon Prediction of S&P 500 Return 

      Fagerland, Cathrine B.; Madsen, Eirik A. (Master thesis, 2023)
      In this paper we contribute to the literature of long-horizon predictions by constructing an improved OLS regression model of S&P 500 return. The research of Robert Shiller has found the Total Real Cyclically Adjusted ...
    • An Improved Model for Long-Horizon Prediction of S&P 500 Return 

      Fagerland, Cathrine B.; Madsen, Eirik A. (Master thesis, 2023)
      In this paper we contribute to the literature of long-horizon predictions by constructing an improved OLS regression model of S&P 500 return. The research of Robert Shiller has found the Total Real Cyclically Adjusted Price ...