Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?
Sinda Hadhri, Zied Ftiti
| Year of publication: |
December 2017
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|---|---|
| Authors: | Hadhri, Sinda ; Ftiti, Zied |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 39-60
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| Subject: | Predictability modelling | Nonlinear | Flexible regression model | Projection pursuit regression | Static model | Dynamic model | Forecasting | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schwellenländer | Emerging economies | Schätzung | Estimation | Kapitaleinkommen | Capital income | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.04.057 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011750183