Macroeconomic attention and stock market return predictability
Feng Ma, Xinjie Lu, Jia Liu, Dengshi Huang
| Year of publication: |
2022
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|---|---|
| Authors: | Ma, Feng ; Lu, Xinjie ; Liu, Jia ; Huang, Dengshi |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 79.2022, p. 1-17
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| Subject: | COVID-19 pandemic | Macroeconomic attention indices | Macroeconomic variables | Shrinkage methods | Stock market return predictability | Prognoseverfahren | Forecasting model | Coronavirus | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Wirtschaftsindikator | Economic indicator | Makroökonomik | Macroeconomics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2022.101603 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013358722