Macroeconomic attention and stock market return predictability
Year of publication: |
2022
|
---|---|
Authors: | Ma, Feng ; Lu, Xinjie ; Liu, Jia ; Huang, Dengshi |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 79.2022, p. 1-17
|
Subject: | COVID-19 pandemic | Macroeconomic attention indices | Macroeconomic variables | Shrinkage methods | Stock market return predictability | Coronavirus | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Wirtschaftsindikator | Economic indicator |
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