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International order flows: Explaining equity and exchange rate returns

✍ Scribed by Peter Dunne; Harald Hau; Michael Moore

Book ID
116658968
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
465 KB
Volume
29
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‐