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Asymmetric adjustment of stock prices to their fundamental value and the predictability of US stock returns

✍ Scribed by Christophe Boucher

Book ID
116421597
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
153 KB
Volume
95
Category
Article
ISSN
0165-1765

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## Abstract We examined the link between international equity flows and US stock returns. Based on the results of tests of in‐sample and out‐of‐sample predictability of stock returns, we found evidence of a strong positive (negative) link between international equity flows and contemporaneous (one‐