Predicting returns for growth and value stocks : a forecast assessment approach using global asset pricing models
Shailesh Rana, William H. Bommer, G. Michael Phillips
| Year of publication: |
2020
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|---|---|
| Authors: | Rana, Shailesh ; Bommer, William H. ; Phillips, G. Michael |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 10.2020, 4, p. 88-106
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| Subject: | Forecasting Stock Returns | International Asset Pricing | Global Linkage | Growth Versus Value | Predictive Regressions | Root Mean Squared Error | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | CAPM | Welt | World | Prognose | Forecast | Kapitalmarktrendite | Capital market returns | Regressionsanalyse | Regression analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.9993 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300419