Stock market return predictability revisited : evidence from a new index constructing the oil market
Wang Chen, Julien Chevallier, Jiqian Wang, Juandan Zhong
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Wang ; Chevallier, Julien ; Wang, Jiqian ; Zhong, Juandan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-4
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| Subject: | Equity premium | Information transmission | Realized semi-variance | Return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Aktienindex | Stock index | Welt | World | Ölmarkt | Oil market | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103106 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013478846