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International stock return predictability under model uncertainty · Study

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ArticleInternational stock return predictability under model uncertainty

Andreas Schrimpf2010

Article2010

International stock return predictability under model uncertainty

Andreas Schrimpf

44 citations·0/0 files stored·Journal of International Money and Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1997Postwar U.S. Business Cycles: An Empirical Investigation 1973An Intertemporal Capital Asset Pricing Model 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1987Expected stock returns and volatility 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1989Business conditions and expected returns on stocks and bonds 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

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2014Stocks for the long run? Evidence from emerging markets 2015The financial econometrics of price discovery and predictability 2016International stock return predictability: Evidence from new statistical tests

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Year2010

Typearticle

Published2010-03-22

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations44

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jimonfin.2010.03.005

openalex_workW1505940993

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