Uncertainty and the predictability of stock returns
Wensheng Cai, Zhiyuan Pan, Yudong Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Cai, Wensheng ; Pan, Zhiyuan ; Wang, Yudong |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 4, p. 765-792
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| Subject: | economic level variables | economic uncertainty | predictive regression | principal component | stock return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Risiko | Risk | Theorie | Theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2832 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013287857