Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models
<p>The present study tests the forecasting strength of widely used asset pricing models, using monthly stock returns of two style-based, large-cap US growth and value index funds for 1993 – 2015. Global variables are added to the models to test the global linkage impact. As we impose a positiv...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2020-07-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://econjournals.com/index.php/ijefi/article/view/9993 |