Macroeconomics matter : leading economic indicators and the cross-section of global stock returns
| Year of publication: |
2022
|
|---|---|
| Authors: | Long, Huaigang ; Zaremba, Adam ; Zhou, Wenyu ; Bouri, Elie |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 61.2022, p. 1-20
|
| Subject: | Leading economic indicators | The cross-section of stock returns | International stock markets | Return predictability | Country equity indices | Kapitaleinkommen | Capital income | Welt | World | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Aktienindex | Stock index | Börsenkurs | Share price |
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