Forecasting stock returns with cycle-decomposed predictors
Yongsheng Yi, Feng Ma, Yaojie Zhang, Dengshi Huang
| Year of publication: |
2019
|
|---|---|
| Authors: | Yi, Yongsheng ; Ma, Feng ; Zhang, Yaojie ; Huang, Dengshi |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 64.2019, p. 250-261
|
| Subject: | Economic performance | Predictability | Predictive regressions | Predictor decomposition | Statistical performance | Stock returns | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.05.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208481