Geopolitical risk and excess stock returns predictability : new evidence from a century of data
Year of publication: |
2022
|
---|---|
Authors: | Ma, Feng ; Lu, Fei ; Tao, Ying |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 50.2022, p. 1-7
|
Subject: | Excess stock returns | Geopolitical risks | Geopolitical threats | Portfolio performance | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Geopolitik | Geopolitics | Börsenkurs | Share price | Welt | World | Portfolio-Management | Portfolio selection |
-
Apergēs, Nikolaos, (2018)
-
Asai, Manabu, (2020)
-
Bouras, Christos, (2019)
- More ...
-
Cross-sectional uncertainty and stock market volatility : new evidence
Lu, Fei, (2023)
-
Lu, Fei, (2024)
-
Lu, Fei, (2024)
- More ...