Perpetual learning and stock return predictability
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DOI: 10.1016/j.econlet.2013.06.035
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Cited by:
- Boriss Siliverstovs, 2017.
"International stock return predictability: on the role of the United States in bad and good times,"
Applied Economics Letters, Taylor & Francis Journals, vol. 24(11), pages 771-773, June.
- Boriss Siliverstovs, 2016. "International Stock Return Predictability: On the Role of the United States in Bad and Good Times," EcoMod2016 9534, EcoMod.
- Boriss Siliverstovs, 2016. "International Stock Return Predictability: On the Role of the United States in Bad and Good Times," KOF Working papers 16-408, KOF Swiss Economic Institute, ETH Zurich.
- Zhu, Yanjian & Zhu, Xiaoneng, 2014. "European business cycles and stock return predictability," Finance Research Letters, Elsevier, vol. 11(4), pages 446-453.
- Zhang, Yaojie & Zeng, Qing & Ma, Feng & Shi, Benshan, 2019. "Forecasting stock returns: Do less powerful predictors help?," Economic Modelling, Elsevier, vol. 78(C), pages 32-39.
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More about this item
Keywords
Excess return; Learning; Forecasts; Stock returns;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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