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Can output explain the predictability and volatility of stock returns?

✍ Scribed by Rosa Rodríguez; Fernando Restoy; J.Ignacio Peña

Book ID
117427709
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
111 KB
Volume
21
Category
Article
ISSN
0261-5606

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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‐