The importance of large shocks to return predictability Article

Diaz, Juan, Duarte, Diogo, Galindo, Hamilton et al. (2021). The importance of large shocks to return predictability . PACIFIC-BASIN FINANCE JOURNAL, 68 10.1016/j.pacfin.2021.101518

International Collaboration

cited authors

  • Diaz, Juan; Duarte, Diogo; Galindo, Hamilton; Montecinos, Alexis; Truffa, Santiago

sustainable development goals

authors

publication date

  • August 19, 2021

webpage

published in

keywords

  • Bias correction
  • Business & Economics
  • Business, Finance
  • CHINA
  • China trade shock
  • DIVIDEND YIELDS
  • Directional
  • In-and out-of-sample forecast
  • MARKET
  • RARE DISASTERS
  • RISK
  • Return predictability
  • Social Sciences

Digital Object Identifier (DOI)

publisher

  • ELSEVIER

volume

  • 68