Stock Return Prediction : The Role of Nonstationary Factors
Year of publication: |
2022
|
---|---|
Authors: | Cheng, Tingting ; Yang, Xuanbin |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 25, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4280293 [DOI] |
Classification: | c58 ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Cross-sectional Return Predictability in Indian Stock Market : An Empirical Investigation
Goswami, Gautam, (2021)
-
Shipping Investor Sentiment and International Stock Return Predictability
Papapostolou, Nikos C., (2016)
-
Time-Disaggregated Dividend-Price Ratio and Dividend Growth Predictability in Large Equity Markets
Asimakopoulos, Panagiotis, (2016)
- More ...
-
Stock Return Prediction : The Role of Nonstationary Factors
Cheng, Tingting, (2022)
-
Cheng, Tingting, (2018)
-
Bayesian bandwidth selection in nonparametric time-varying coefficient models
Cheng, Tingting, (2013)
- More ...