A study of cross-industry return predictability in the Chinese stock market
Michael Ellington, Michalis P. Stamatogiannis, Yawen Zheng
| Year of publication: |
2022
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|---|---|
| Authors: | Ellington, Michael ; Stamatogiannis, Michalis P. ; Zheng, Yawen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-15
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| Subject: | Industry portfolio | LASSO | Model selection | Return predictability | Shrinkage | China | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Prognose | Forecast | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102249 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013455047