Stock market return predictability revisited: Evidence from a new index constructing the oil market

Wang Chen, Julien Chevallier, Jiqian Wang and Juandan Zhong
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Julien Chevallier: LED - Laboratoire d'Economie Dionysien - UP8 - Université Paris 8 Vincennes-Saint-Denis

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Date: 2022-10
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Published in Finance Research Letters, 2022, 49, pp.103106. ⟨10.1016/j.frl.2022.103106⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-04250303

DOI: 10.1016/j.frl.2022.103106

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