Forecasting stock market returns with a lottery index : evidence from China
Year of publication: |
2024
|
---|---|
Authors: | Zhang, Yaojie ; Han, Qingxiang ; He, Mengxi |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 5, p. 1595-1606
|
Subject: | behavioral finance | Chinese stock market | lottery preference | partial least squares | stock return predictability | China | Aktienmarkt | Stock market | Glücksspiel | Gambling | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Aktienindex | Stock index | Kleinste-Quadrate-Methode | Least squares method |
-
Baidu index and predictability of Chinese stock returns
Shen, Dehua, (2017)
-
Lottery preference, short-sale constraint, and the salience effect : evidence from China
Liu, Chang, (2023)
-
Sentiment indices and stock returns : evidence from China
Xu, Yongan, (2023)
- More ...
-
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang, (2023)
-
Forecasting stock return volatility using a robust regression model
He, Mengxi, (2021)
-
Forecasting realized volatility of Chinese stock market : A simple but efficient truncated approach
Wen, Danyan, (2021)
- More ...