Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach-Reference-Cited by-同舟云学术

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Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach

Published:2019-06 Issue: Volume:55 Page:142-160
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Bahrami Afsaneh^ORCID,Shamsuddin Abul,Uylangco Katherine^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference58 articles.

1. Uncovering nonlinear structure in real-time stock market indices;Abhyankar;J. Bus. Econ. Stat.,1997

2. Stock return predictability: is it there?;Ang;Rev. Financ. Stud.,2007

3. Regime changes and financial markets;Ang,2011

4. Combining forecasts;Armstrong,2001

5. Investing for the long run when returns are predictable;Barberis;J. Financ.,2000

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