Forecasting stock returns with industry volatility concentration
Yaojie Zhang, Mengxi He, Zhikai Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Yaojie ; He, Mengxi ; Zhang, Zhikai |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 7, p. 2705-2730
|
| Subject: | gradual information diffusion | industry volatility concentration | out-of-sample predictability | predictive regression | stock returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Unternehmenskonzentration | Market concentration | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3150 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110540