Testing for stock return predictability in a large Chinese panel
Year of publication: |
September 2015
|
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Authors: | Westerlund, Joakim ; Narayan, Paresh Kumar ; Zheng, Xinwei |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 24.2015, p. 81-100
|
Subject: | Panel data | Bias | Cross-section dependence | Predictive regression | Stock return predictability | China | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Panel | Panel study | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Systematischer Fehler | Aktienmarkt | Stock market | Schätzung | Estimation |
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