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Out-of-sample stock return predictability in emerging markets

  • Published:2016-10-05 Issue:3 Volume:58 Page:727-750
  • ISSN:0810-5391
  • Container-title:Accounting & Finance
  • language:en
  • Short-container-title:Account Finance

Author:

Bahrami Afsaneh1,Shamsuddin Abul1,Uylangco Katherine2ORCID

Affiliation:

1. Newcastle Business School; University of Newcastle; Callaghan NSW Australia

2. QUT Business School; Queensland University of Technology; Brisbane QLD Australia

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Reference42 articles.

1. Stock return predictability: Is it there?;Ang;Review of Financial Studies,2007

2. Investing for the long run when returns are predictable;Barberis;Journal of Finance,2000

3. The combination of forecasts;Bates;Journal of the Operational Research Society,1969

4. Research in emerging markets finance: Looking to the future;Bekaert;Emerging Markets Review,2002

5. Implementing statistical criteria to select return forecasting models: What do we learn?;Bossaerts;Review of Financial Studies,1999

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1. Leveraging on Synthetic Data Generation Techniques to Train Machine Learning Models for Tenaga Nasional Berhad Stock Price Movement Prediction;The International Arab Journal of Information Technology;2024

2. Predicting the Australian equity risk premium;Pacific-Basin Finance Journal;2022-02

3. Sticky Stock Market Analysts;Journal of Risk and Financial Management;2021-12-09

4. Stock market reactions to domestic sentiment: Panel CS-ARDL evidence;Research in International Business and Finance;2020-12
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