Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns

Stock return predictability has always been one of the central themes of finance literature, given its crucial implications for investment decisions, risk management, and financial and monetary policymaking. This paper evaluates the in-sample and out-of-sample stock return predictive power of the gl...

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Detalles Bibliográficos
Autores principales: Alqahtani, Abdullah, Bouri, Elie, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2020
Materias:
Recent Trends in Economic Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7524431/
https://www.ncbi.nlm.nih.gov/pubmed/33012960
http://dx.doi.org/10.1016/j.eap.2020.09.017

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7524431/
https://www.ncbi.nlm.nih.gov/pubmed/33012960
http://dx.doi.org/10.1016/j.eap.2020.09.017

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