Valuation Ratios and Stock Price Predictability in South Africa: Is it there?
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Cited by:
- Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014.
"Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
- Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 2013-20, Department of Research, Ipag Business School.
- Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 201351, University of Pretoria, Department of Economics.
- Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014. "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers 2014-436, Department of Research, Ipag Business School.
- Gupta, Rangan & Modise, Mampho P., 2012.
"South African stock return predictability in the context data mining: The role of financial variables and international stock returns,"
Economic Modelling, Elsevier, vol. 29(3), pages 908-916.
- Rangan Gupta & Mampho P. Modise, 2010. "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers 201027, University of Pretoria, Department of Economics.
More about this item
Keywords
Predictive regression; Monte Carlo simulation; Nonlinear mean-reversion;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AFR-2010-07-17 (Africa)
- NEP-ECM-2010-07-17 (Econometrics)
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