The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
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DOI: 10.1016/j.frl.2018.08.013
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- Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018. "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers 201809, University of Pretoria, Department of Economics.
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More about this item
Keywords
Stock returns; Predictability; Inequality measures; Quantile random forests;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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