Testing for stock return predictability in a large Chinese panel
Joakim Westerlund, Paresh Kumar Narayan, Xinwei Zheng
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Westerlund, Joakim ; Narayan, Paresh Kumar ; Zheng, Xinwei |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 24.2015, p. 81-100
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| Subject: | Panel data | Bias | Cross-section dependence | Predictive regression | Stock return predictability | China | Panel | Panel study | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Prognose | Forecast | Systematischer Fehler | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2015.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538541