A Note on Global Industry Return Predictability

We test the predictability of international (sub-) sector industry returns using common fundamental ratios. For the majority of sector returns we find pervasive predictive relationships using the global price to cash-flow ratio. Furthermore, we stress the cross-dependencies between sectors and lead-lag relationships even in international industries

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Year of publication:	2018
Authors:	Zorn, Josef
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Prognoseverfahren \| Forecasting model \| Kapitaleinkommen \| Capital income \| Welt \| World \| Globalisierung \| Globalization
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 24, 2018 erstellt Volltext nicht verfügbar
Classification:	G12 - Asset Pricing ; G15 - International Financial Markets ; G17 - Financial Forecasting ; F36 - Financial Aspects of Economic Integration
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012912381