The complementary role of cross-sectional and time-series information in forecasting stock returns
Year of publication: |
Februar 2017
|
---|---|
Authors: | Zhou, Qing ; Faff, Robert W. |
Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 42.2017, 1, p. 113-139
|
Subject: | Combination | complementarity | forecasting | out-of-sample | stock returns | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Börsenkurs | Share price |
-
Emara, Noha, (2014)
-
Stock return forecasting : aome new evidence
Dinh Hoang Bach Phan, (2015)
-
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo, (2017)
- More ...
-
Bias correction in the estimation of dynamic panel models in corporate finance
Zhou, Qing, (2014)
-
Deviation from target capital structure, cost of equity and speed of adjustment
Zhou, Qing, (2016)
-
Faff, Robert W., (2017)
- More ...