The Role of a Latent Value-Relevant Measure in Tracking and Predicting Stock Returns: A FAVAR Approach Preprint

cited authors

  • Awwal, Faisal M; Jiang, Xiaoquan

authors

publication date

  • January 1, 2020

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3501 Accounting, Auditing and Accountability
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)