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Can economic policy uncertainty predict stock returns? Global evidence · Study

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Can economic policy uncertainty predict stock returns? Global evidence

Dinh Hoang Bach Phan, Susan Sunila Sharma, Vuong Thao Tran

2018-04-23articleJournal of International Financial Markets Institutions and Money282 citationsgreen

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Market Dynamics and Volatility Financial Markets and Investment Strategies COVID-19 Pandemic Impacts

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References

2016Measuring Economic Policy Uncertainty*

2006Investor Sentiment and the Cross‐Section of Stock Returns

2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction

1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

2020Integración de los mercados financieros Latinoamericanos por medio de MILA

2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

2006Approximately normal tests for equal predictive accuracy in nested models

1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

Cited by

2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?

2019Impact of economic policy uncertainty on exchange rate volatility of China

2021Uncertainty, financial development, and FDI inflows: Global evidence

2019Economic policy uncertainty and the Chinese stock market volatility: Novel evidence

2019Impact of economic policy uncertainty shocks on China's financial conditions

2021Heterogeneous effects of economic policy uncertainty and foreign direct investment on environmental quality: cross-country evidence

2019Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market

2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns

Details

Year2018

Typearticle

VenueJournal of International Financial Markets Institutions and Money

Languageen

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Identifiers

doi10.1016/j.intfin.2018.04.004

openalex_workW2801075267

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