Examining return predictability of industry style portfolios with prior return relative to a benchmark
Abdullah Noman, Atsuyuki Naka, Duygu Zirek
| Year of publication: |
February 2017
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| Authors: | Noman, Abdullah ; Naka, Atsuyuki ; Zirek, Duygu |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 63.2017, p. 193-203
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| Subject: | Return predictability | Industry style portfolios | House money effect | Panel regressions | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Panel | Panel study | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2016.04.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011792014