Lagged country returns and international stock return predictability during business cycle recession periods
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DOI: 10.1080/00036846.2020.1752899
Abstract: ABSTRACT This study examines stock return predictability in business cycle fluctuations across 17 developed countries and 26 developing countries over the period from January 1970 to December 2019. We uncover that lagged U.S. returns can… read more here.
Keywords: stock return; return predictability; predictability business; return ... See more keywords