Stock return forecasting: some new evidence

Dinh Phan (), Susan Sharma and Paresh Narayan ()

Working Papers from Deakin University, Department of Economics

Keywords: Stock returns; Oil price; Predictability; Forecasting; Out-of-sample (search for similar items in EconPapers)
Date: 2015-01-01
New Economics Papers: this item is included in nep-ene and nep-for
References: Add references at CitEc
Citations: View citations in EconPapers (144)

Downloads: (external link)
http://www.dx.doi.org/10.1016/j.irfa.2015.05.002

Related works:
Journal Article: Stock return forecasting: Some new evidence (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2015_13

Access Statistics for this paper

More papers in Working Papers from Deakin University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().