✦ LIBER ✦

International Evidence on the Predictability of Stock Returns

✍ Scribed by Steven J. Cochran; Robert H. DeFina; Leonard O. Mills

Book ID: 119856458
Publisher: John Wiley and Sons
Year: 1993
Tongue: English
Weight: 926 KB
Volume: 28
Category: Article
ISSN: 0732-8516
DOI: 10.1111/j.1540-6288.1993.tb01343.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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

On the predictability of Chinese stock r

On the predictability of Chinese stock returns

✍ Xuanjuan Chen; Kenneth A. Kim; Tong Yao; Tong Yu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 244 KB

The Predictability of Aggregate Stock Ma

The Predictability of Aggregate Stock Market Returns: Evidence Based on Glamour Stocks

✍ Eleswarapu, Venkat R.; Reinganum, Marc R. 📂 Article 📅 2004 🏛 University of Chicago Press 🌐 English ⚖ 144 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‐

Evidence of predictability in the cross-

Evidence of predictability in the cross-section of bank stock returns

✍ Michael J. Cooper; William E. Jackson III; Gary A. Patterson 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 270 KB

A note on the predictability of Finnish

A note on the predictability of Finnish stock market returns: Evidence from stock index futures markets

✍ Teppo Martikainen; Vesa Puttonen 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 426 KB