International Sign Predictability of Stock Returns: The Role of the United States
Year of publication: |
2015-05-05
|
---|---|
Authors: | Nyberg, Henri ; Pönkä, Harri |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Excess stock return | Directional predictability | Bivariate probit model | Market timing |
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