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Stock return predictability in the frequency domain

delete2025-01-16
delete0
PRE
AI
戴志锋 封面图
戴志锋 (Zhifeng Dai)
F
Fuwei Jiang
J
Jie Kang *
B
Bowen Xue
DOI：10.1016/j.ijforecast.2024.11.007delete
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摘要

摘要

En 中文
• 我们构建了一个新的宏观经济指数来预测股票市场回报。我们将频率分解与降维相结合用于预测。 • 我们将频率分解与降维相结合用于预测。 • 我们提供了有力的新实证证据，表明经济基本面能够预测股票市场表现。

期刊

International Journal of Forecasting 封面图
International Journal of Forecasting
IF:
7.1
论文数:
3.1K
被引数:
9.9K

机构

C
Central University of Finance and Economics
学者数:
560
论文数: 399
被引数: 2.8K
C
changsha university of science and technology
学者数:
3.3K
论文数: 1.2K
被引数: 0
X
xiamen university
学者数:
5.9W
论文数: 3.8W
被引数: 67
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引用论文

引用论文

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