Lee, Hojin - In: East Asian Economic Review (EAER) 23 (2019) 4, pp. 333-351
stock markets using in-sample and out-of-sample forecasting models. We address ourselves to the data-mining bias issues by … Wohar. The empirical findings show that stock returns are predictable not only in-sample but out-of-sample in Hong Kong … between in-sample and out-of-sample predictability in the Korean stock market. For Hong Kong, Malaysia, and Singapore, stock …
