𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Macromomentum: Returns Predictability in International Equity Indices*

✍ Scribed by Bhojraj, Sanjeev; Swaminathan, Bhaskaran


Book ID
123881109
Publisher
University of Chicago Press
Year
2006
Tongue
English
Weight
201 KB
Volume
79
Category
Article
ISSN
0021-9398

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


International equity flows and the predi
✍ Daniel Hartmann; Christian Pierdzioch πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 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‐