Shrinking return forecasts
Li Liu, Zhiyuan Pan, Yudong Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Liu, Li ; Pan, Zhiyuan ; Wang, Yudong |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 57.2022, 3, p. 641-661
|
| Subject: | business cycle | diffusion index | excess return | forecast shrinkage | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Prognose | Forecast | Frühindikator | Leading indicator | Konjunktur | Business cycle | Aktienindex | Stock index | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.12297 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013348732