Can technical indicators predict the Chinese equity risk premium?
Mingwei Sun, Paskalis Glabadanidis
| Year of publication: |
2022
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| Authors: | Sun, Mingwei ; Glabadanidis, Paskalis |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 22.2022, 1, p. 114-142
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| Subject: | equity risk premium predictability | macroeconomic variables | momentum | moving averages | out-of-sample forecasts | short-term trend | technical analysis | the Chinese stock market | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | China | Aktienmarkt | Stock market | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognose | Forecast | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12344 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013162422