✦ LIBER ✦

Exchange rates, interventions, and the predictability of stock returns in Japan

✍ Scribed by Daniel Hartmann; Christian Pierdzioch

Book ID: 113810581
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 281 KB
Volume: 17
Category: Article
ISSN: 1042-444X
DOI: 10.1016/j.mulfin.2006.08.004

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

THE CAUSALITY BETWEEN STOCK RETURNS AND

THE CAUSALITY BETWEEN STOCK RETURNS AND EXCHANGE RATES: REVISITED

✍ BALA RAMASAMY; MATTHEW C.H. YEUNG 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 65 KB

Stock prices–inflation puzzle and the pr

Stock prices–inflation puzzle and the predictability of stock market returns

✍ Christophe Boucher 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 107 KB

Bilateral exchange rate of the dollar an

Bilateral exchange rate of the dollar and stock returns

✍ Bahram Adrangi; Farrokh Ghazanfari 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 87 KB

Profitable predictability in the cross s

Profitable predictability in the cross section of stock returns

✍ J. Douglas Hanna; Mark J. Ready 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 404 KB

International equity flows and the predi

International equity flows and the predictability of US stock returns

✍ Daniel Hartmann; Christian Pierdzioch 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 136 KB

## 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‐

International evidence for the predictab

International evidence for the predictability of bond and stock returns

✍ A.D. Clare; S.H. Thomas 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 561 KB