The Role of a Latent Value-Relevant Measure in Tracking and Predicting Stock Returns: A FAVAR Approach
Preprint
Awwal, Faisal M, Jiang, Xiaoquan. (2020). The Role of a Latent Value-Relevant Measure in Tracking and Predicting Stock Returns: A FAVAR Approach
. 10.2139/ssrn.3635073
Awwal, Faisal M, Jiang, Xiaoquan. (2020). The Role of a Latent Value-Relevant Measure in Tracking and Predicting Stock Returns: A FAVAR Approach
. 10.2139/ssrn.3635073