Are return predictors of industrial equity indexes common across regions?
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DOI: 10.2139/ssrn.4413325
Abstract: We investigate the potential cross-sectional relationship between several equity index attributes and future returns on country-industry indexes in the regions of North America, Europe, Asia-Pacific, South America, MENA, and Japan. Index attributes include the recently… read more here.
Keywords: index; asia pacific; pacific south; equity ... See more keywords