Deakin University
Browse

Can economic policy uncertainty predict stock returns? Global evidence

Version 2 2024-06-06, 08:28
Version 1 2018-06-05, 12:37
journal contribution
posted on 2024-06-06, 08:28 authored by DHB Phan, Susan SharmaSusan Sharma, VT Tran
Can economic policy uncertainty predict stock returns? Global evidence

History

Journal

Journal of International Financial Markets, Institutions and Money

Volume

55

Pagination

134-150

Location

Amsterdam, The Netherlands

ISSN

1042-4431

Language

English

Publication classification

C Journal article, C1 Refereed article in a scholarly journal

Copyright notice

2018, Elsevier B.V.

Publisher

ELSEVIER SCIENCE BV

Usage metrics

    Research Publications

    Categories

    Keywords

    Social SciencesBusiness, FinanceEconomicsBusiness & EconomicsStock returnsEconomic policy uncertaintyPredictorInvestor utilityOIL PRICE SHOCKSEQUITY PREMIUM PREDICTIONMARKET RETURNSINVESTOR SENTIMENTCO-MOVEMENTSMOMENTUMMODELSSAMPLECHINARISKDepartment of Finance3502 Banking, finance and investment

    Licence

    All Rights Reserved

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC