Stock return predictability and model instability : evidence from mainland China and Hong Kong
Hui Hong, Naiwei Chen, Fergal O'Brien, James Ryan
| Year of publication: |
2018
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|---|---|
| Authors: | Hong, Hui ; Chen, Naiwei ; O'Brien, Fergal ; Ryan, James |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 68.2018, p. 132-142
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| Subject: | China | Hong Kong | Model instability | return predictability | structural breaks | Hongkong | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2017.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034528