Stock Return Predictability and Market Integration : The Role of Global and Local Information
Year of publication: |
2015
|
---|---|
Authors: | McMillan, David G. |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Welt | World | Theorie | Theory |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 17, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2692084 [DOI] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Are International Equity Market Returns Predictable?
Chun, Sungju, (2009)
-
Which Variables Predict and Forecast Stock Market Returns?
McMillan, David G., (2016)
-
Forecasting Stock Returns Under Economic Constraints
Pettenuzzo, Davide, (2014)
- More ...
-
Stock return predictability and market integration: The role of global and local information
McMillan, David G., (2016)
-
The behaviour of the equity yield and its relation with the bond yield: The role of inflation
McMillan, David G., (2018)
-
Exchange rate volatility in the eurozone
Bajo Rubio, Oscar, (2019)
- More ...