Predicting stock returns : some European evidence
Year of publication: |
2022
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Authors: | Peiro, Amado |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 57, p. 6596-6604
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Subject: | Efficient markets | European stock markets | forecasting | return predictability | sector indices | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Deutschland | Germany | Großbritannien | United Kingdom | EU-Staaten | EU countries | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Europa | Europe | Frankreich | France |
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Cross-autocorrelations in European stock returns
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The intertemporal mechanics of European stock price momentum
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On modelling and forecasting predictable components in European stock markets
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