International sign predictability of stock returns : the role of the United States
Year of publication: |
November 2016
|
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Authors: | Nyberg, Henri ; Pönkä, Harri |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 323-338
|
Subject: | Excess stock return | Directional predictability | Bivariate probit model | Market timing | USA | United States | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Probit-Modell | Probit model | Börsenkurs | Share price | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
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