Stock return predictability in South Africa : the role of major developed markets
Yi-Chieh Wen, Philip T. Lin, Bin Li, Eduardo Roca
| Year of publication: |
November 2015
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|---|---|
| Authors: | Wen, Yi-Chieh ; Lin, Philip T. ; Li, Bin ; Roca, Eduardo |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 257-265
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| Subject: | Return predictability | Lagged US returns | Return correlation | Diversification | Südafrika | South Africa | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States | Börsenkurs | Share price | Schätzung | Estimation | Diversifikation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2015.10.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011553256