Can commodity returns forecast Canadian sector stock returns?
Year of publication: |
January 2016
|
---|---|
Authors: | Jordan, Steven J. ; Vivian, Andrew ; Wohar, Mark E. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 41.2016, p. 172-188
|
Subject: | Return forecasting | Commodities | Transaction costs | Forecast combinations | Canada | Kanada | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Transaktionskosten | Prognose | Forecast | Theorie | Theory |
-
Stock returns forecasting with metals : sentiment vs. fundamentals
Jordan, Steven J., (2018)
-
Portfolio models with return forecasting and transaction costs
Yu, Jing-Rung, (2020)
-
Momentum of return predictability
Wang, Yudong, (2018)
- More ...
-
Location, location, location : currency effects and return predictability?
Jordan, Steven J., (2015)
-
Sticky prices or economically-linked economies : the case of forecasting the Chinese stock market
Jordan, Steven J., (2014)
-
Economically-Linked Economies and Forecasting Chinese Stock Returns
Jordan, Steven J., (2012)
- More ...