Stock return predictability in South Africa : the role of major developed markets
Year of publication: |
November 2015
|
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Authors: | Wen, Yi-Chieh ; Lin, Philip T. ; Li, Bin ; Roca, Eduardo |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 257-265
|
Subject: | Return predictability | Lagged US returns | Return correlation | Diversification | Südafrika | South Africa | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | USA | United States | Schätzung | Estimation | Korrelation | Correlation |
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