US stock return predictability with high dimensional models
Year of publication: |
2022
|
---|---|
Authors: | Salisu, Afees A. ; Tchankam, Jean Paul |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-5
|
Subject: | US stock returns | High-dimensional models | Forecast evaluation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market |
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