A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Year of publication: |
2021
|
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Authors: | Ma, Feng ; Wang, Ruoxin ; Lu, Xinjie ; Wahab, M. I. M. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-17
|
Subject: | Asymmetric oil returns | Economic constraints | Oil returns | Portfolio performance | Stock return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Börsenkurs | Share price | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
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