The predictive ability of stock market factors
Mohammed Mohammed Elgammal, Fatma Ehab Ahmed and David Gordon McMillan
| Year of publication: |
2022
|
|---|---|
| Authors: | Elgammal, Mohammed Mohammed ; Ahmed, Fatma Ehab ; McMillan, David G. |
| Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 39.2022, 1, p. 111-124
|
| Subject: | Panel | Panel data | Predictability | Risk factors | Stock market factors | Stock returns | Trading rule | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Panel study | Börsenkurs | Share price | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | CAPM | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-01-2021-0010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012798502