Does gold-platinum price ratio predict stock returns? : international evidence
Year of publication: |
2023
|
---|---|
Authors: | Xu, Dezhong ; Li, Bin ; Singh, Tarlok |
Published in: |
International journal of managerial finance : IJMF. - Bradford : Emerald, ISSN 1758-6569, ZDB-ID 2227388-8. - Vol. 19.2023, 2, p. 308-330
|
Subject: | Gold-platinum price ratio | International stock markets | Recession | Stock return predictability | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Welt | World | Aktienmarkt | Stock market | Japan | Konjunktur | Business cycle | Preiskonvergenz | Price convergence | Prognose | Forecast | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Großbritannien | United Kingdom |
-
Predictability in international stock returns using currency fluctuations and forward rate forecasts
Wang, Jiexin, (2020)
-
Xuan, Chunji, (2020)
-
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret, (2023)
- More ...
-
Does the U.S. extreme indicator matter in stock markets? : international evidence
Jing, Xiaozhen, (2024)
-
Cross-Asset Time-Series Momentum Strategy : A New Suggestion
Xu, Dezhong, (2022)
-
Wen, Yi-Chieh, (2023)
- More ...