Has oil price predicted stock returns for over a century?

Narayan, Paresh Kumar and Gupta, Rangan 2015, Has oil price predicted stock returns for over a century?, Deakin University,School of Accounting, Economics and Finance, Geelong, Vic..

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Title Has oil price predicted stock returns for over a century?
Author(s) Narayan, Paresh Kumar
Gupta, Rangan
Publication date 2015
Series School Working Paper - Financial Econometrics Series ; SWP 2015/08
Total pages 23
Publisher Deakin University,School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Stock returns
Predictability
Oil price
RePEc:dkn:ecomet:fe_2015_08
Notes This working paper was later published in the journal 'Energy Economics' and is available online: http://www.dx.doi.org/10.1016/j.eneco.2014.11.018
Language eng
HERDC Research category CN.1 Other journal article
Related work DU:30069676
Copyright notice ©2015, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106795

Document type: Report
Collection: RePEc Working Papers
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