Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests
Boriss Siliverstovs
| Year of publication: |
February 2017
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|---|---|
| Authors: | Siliverstovs, Boriss |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 1/3, p. 1-3
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| Subject: | Excess stock return | directional predictability | excess profitability | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Gewinn | Profit | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1156226 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011703719