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UK stock market predictability : evidence of time variation

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 23 (2013) 10/12, pp. 1043-1055

Persistent link: https://www.econbiz.de/10009772196

A panel analysis of the stock return-dividend yield relation : predicting returns and dividend growth

McMillan, David G.; Wohar, Mark E. - In: The Manchester School 81 (2013) 3, pp. 386-400

Persistent link: https://www.econbiz.de/10009755542

Time varying stock return predictability : evidence from US sectors

Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40

Persistent link: https://www.econbiz.de/10009728606

Sticky prices or economically-linked economies : the case of forecasting the Chinese stock market

Jordan, Steven J.; Vivian, Andrew; Wohar, Mark E. - In: Journal of international money and finance 41 (2014), pp. 95-109

Persistent link: https://www.econbiz.de/10010338740

Expected returns and expected dividend growth : time to rethink an established empirical literature

Ma, Jun; Wohar, Mark E. - In: Applied economics 46 (2014) 19/21, pp. 2462-2476

Persistent link: https://www.econbiz.de/10010417214

The relationship between energy and equity markets : evidence from volatility impulse response functions

Olson, Eric; Vivian, Andrew J.; Wohar, Mark E. - In: Energy economics 43 (2014), pp. 297-305

Persistent link: https://www.econbiz.de/10010504812

Sum of the parts stock return forecasting : international evidence

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 10/12, pp. 837-845

Persistent link: https://www.econbiz.de/10009232515

The stock return predictability and stock price decomposition in the Chinese equity market

Ma, Jun; Su, Zhenhua; Wohar, Mark E. - In: Experiences and challenges in the development of the …, (pp. 150-170). 2015

Persistent link: https://www.econbiz.de/10011388123

Sources of the stock price fluctuations in Chinese market

Su, Zhenhua; Ma, Jun; Wohar, Mark E. - In: The European journal of finance 20 (2014) 7/9, pp. 829-846

Persistent link: https://www.econbiz.de/10010462970

Economically-Linked Economies and Forecasting Chinese Stock Returns

Jordan, Steven J. - 2012

We explore whether economic links via trade affect aggregate Chinese stock market returns. We find that market return indices from countries that China net exports from can forecast the Chinese aggregate market return at the weekly time horizon. Countries that China net exports to have no...

Persistent link: https://www.econbiz.de/10013098289