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Stock return forecasting: some new evidence

journal contribution

posted on 2015-07-01, 00:00 authored by D H B Phan, Susan SharmaSusan Sharma, Paresh Narayan

Stock return forecasting: some new evidence

History

Journal

International review of financial analysis

Volume

40

Pagination

38 - 51

Publisher

Elsevier

Location

Amsterdam, The Netherlands

Publisher DOI

https://doi.org/10.1016/j.irfa.2015.05.002

ISSN

1057-5219

Language

eng

Publication classification

C1 Refereed article in a scholarly journal; C Journal article

Copyright notice

2015, Elsevier

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Categories

Other law and legal studies not elsewhere classified

Keywords

Social Sciences Business, Finance Business & Economics Stock returns Oil price Predictability Forecasting Out-of-sample TRADING RULE PROFITS OIL PRICE SHOCKS BOOK-TO-MARKET EQUITY PREMIUM DIVIDEND YIELDS VOLUME SAMPLE VOLATILITY TESTS ACCURACY Law

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All Rights Reserved

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