Stock return predictability and market integration: The role of global and local information
Year of publication: |
2016
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Authors: | McMillan, David G. |
Published in: |
Cogent Economics & Finance. - Abingdon : Taylor & Francis, ISSN 2332-2039. - Vol. 4.2016, 1, p. 1-18
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Publisher: |
Abingdon : Taylor & Francis |
Subject: | stock returns | predictability | global information | principal components | forecasting |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2016.1178363 [DOI] 86166485X [GVK] hdl:10419/147813 [Handle] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing |
Source: |
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Stock return predictability and market integration : the role of global and local information
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