Industry equi-correlation : a powerful predictor of stock returns
Yudong Wang, Zhiyuan Pan, Chongfeng Wu, Wenfeng Wu
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng ; Wu, Wenfeng |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 59.2020, p. 1-24
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| Subject: | Dynamic equi-correlation | Industry portfolio | Popular predictor variables | Predictive regression | Stock excess return | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437933