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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Economic Society of Australia, Queensland. Published by Elsevier B.V.
2020
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| Materias: | |
| 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 |