A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Feng Ma, Ruoxin Wang, Xinjie Lu, M. I. M. Wahab
| Year of publication: |
2021
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|---|---|
| Authors: | Ma, Feng ; Wang, Ruoxin ; Lu, Xinjie ; Wahab, M. I. M. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-17
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| Subject: | Asymmetric oil returns | Economic constraints | Oil returns | Portfolio performance | Stock return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Ölmarkt | Oil market | Welt | World | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101899 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013252647