Forecasting returns: new European evidence

This paper builds on the recent debate on the in-sample and out-of-sample predictability of US aggregate returns using a wide range of predictors by providing new evidence for smaller and less market-oriented European countries. We find evidence that macro and technical predictors can (statistically...

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Bibliographic Details
Main Authors: Steven J. Jordan, Andrew Vivian, Mark Wohar
Format: Default Article
Published: 2014
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Return forecasting
Fundamental ratios
Macro variables
Technical indicators
Europe
Emerging markets
Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/24286
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