Stock returns forecasting with metals: Sentiment vs. fundamentals

Using six prominent metal commodities, we provide evidence on the out-of-sample forecasting of stock returns for the market indices of the G7 countries, for which there is little prior evidence in this context. We find precious metals (Gold and Silver) can improve forecast accuracy relative to the b...

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Bibliographic Details

Main Authors:	Steven J. Jordan, Andrew Vivian, Mark Wohar
Format:	Default Article
Published:	2017
Subjects:	Other commerce, management, tourism and services not elsewhere classified Return forecasting G7 Commodities Transaction costs Forecast combinations Business and Management not elsewhere classified
Online Access:	https://hdl.handle.net/2134/24795
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