Asia-Pacific Stock Return Predictability and Market Information Flows
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/1540496X.2015.1046336
Reference25 articles.
1. Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes
2. Stock Return Predictability: Is it There?
3. Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010
4. An Investigation of the Flight-to-Quality Effect: Evidence from Asia-Pacific Countries
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