Forecasting stock indices: a comparison of classification and level estimation models

Author:

Leung Mark T.,Daouk Hazem,Chen An-Sing

Publisher

Elsevier BV

Subject

Business and International Management

Reference44 articles.

1. Using derivatives in major currencies for cross-hedging currency risks in Asian emerging markets;Aggarwal;Journal of Futures Markets,1997

2. The investment performance of common stocks in relation to their price-earnings ratios: A test of the efficient market hypothesis;Basu;Journal of Finance,1977

3. Stock returns and the term structure;Campbell;Journal of Financial Economics,1987

4. Permanent and transitory components in macroeconomic fluctuations;Campbell;American Economic Review,1987

5. Fundamentals and stock returns in Japan;Chan;Journal of Finance,1991

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