Geopolitical risk and excess stock returns predictability : new evidence from a century of data
Feng Ma, Fei Lu, Ying Tao
| Year of publication: |
2022
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|---|---|
| Authors: | Ma, Feng ; Lu, Fei ; Tao, Ying |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 50.2022, p. 1-7
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| Subject: | Excess stock returns | Geopolitical risks | Geopolitical threats | Portfolio performance | Kapitaleinkommen | Capital income | Geopolitik | Geopolitics | Portfolio-Management | Portfolio selection | Risiko | Risk | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103211 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014233984