Are individual stock returns predictable?
Year of publication: |
2022
|
---|---|
Authors: | Zeng, Hui ; Marshall, Ben R. ; Nguyen, Nhut ; Visaltanachoti, Nuttawat |
Published in: |
Australian journal of management. - London : Sage, ISSN 1327-2020, ZDB-ID 2011797-8. - Vol. 47.2022, 1, p. 135-162
|
Subject: | Business cycle | cross-sectional predictability | firm-level predictability | limits to arbitrage | macroeconomic and technical predictors | principal component analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Arbitrage |
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