Economic constraints and stock return predictability : a new approach
Yaojie Zhang, Yu Wei, Feng Ma, Yongsheng Yi
| Year of publication: |
2019
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|---|---|
| Authors: | Zhang, Yaojie ; Wei, Yu ; Ma, Feng ; Yi, Yongsheng |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 63.2019, p. 1-9
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| Subject: | Asset allocation | Economic constraints | Forecast outlier | Stock return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Aktienmarkt | Stock market | Theorie | Theory | Prognose | Forecast | Börsenkurs | Share price | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207360