The cross-section of industry equity returns and global tactical asset allocation across regions and industries
Özet
This study investigates which index characteristics predict returns in the cross-section of local industry indexes in six regions. The results show that geographical origin and market capitalization of indexes critically determine the predictive ability o
Bağlantı
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85091089854&doi=10.1016%2fj.irfa.2020.101574&partnerID=40&md5=87f7d502b232ea7451df2915fe1a9574https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/9595
Koleksiyonlar
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