Work

Getting the Most Out of Macroeconomic Information for Predicting Stock Returns and Volatility

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1713687

Authors: Cem Cakmakli, Dick J.C. van Dijk

Institutions: Erasmus University Rotterdam, Environmental Research Institute of Michigan

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2107094664

Cites: 70

Cited by: 20

Related to: 10