The RP-PCA factors and stock return predictability : an aligned approach
Year of publication: |
2023
|
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Authors: | Shi, Qi |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 64.2023, p. 1-16
|
Subject: | Aligned RP-PCA index | Future cash flow channel | Generate profits | Partial least squares | RP-PCA | Prognoseverfahren | Forecasting model | Cash Flow | Cash flow | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Partielle kleinste Quadrate |
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