Stock return forecasting: some new evidence

Phan, Dinh Hoang Bach, Sharma, Susan Sunila and Narayan, Paresh Kumar 2015, Stock return forecasting: some new evidence, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Stock return forecasting: some new evidence
Author(s) Phan, Dinh Hoang Bach
Sharma, Susan SunilaORCID iD for Sharma, Susan Sunila orcid.org/0000-0002-7297-1557
Narayan, Paresh Kumar
Publication date 2015
Series School Working Paper - Financial Econometrics Series ; SWP 2015/13
Total pages 43
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Stock returns
Oil price
Predictability
Forecasting
Out-of-sample
RePEc:dkn:ecomet:fe_2015_13
Notes This working paper was later published in the journal 'International Review of Financial Analysis' and is available online: http://www.dx.doi.org/10.1016/j.irfa.2015.05.002
Language eng
HERDC Research category CN.1 Other journal article
Related work DU:30074055
Copyright notice ©2015, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106726

Document type: Report
Collection: RePEc Working Papers
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