Excerpt
Table of Contents
List of Figures
List of Tables
List of Abbreviations
List of Symbols
1 Introduction
2 Literature Review
2.1 The History of Research on Equity Market Prediction
2.2 The Debate about Equity Market Prediction
2.3 Findings with New Variables in More Recent Research
2.4 Literature Regarding the UK Market
3 Data and Summary Statistics
3.1 Data Source and Data Construction
3.2 Summary Statistics
4 In-sample Return Predictions
4.1 Predictive Regression Model
4.2 Predictive Regression Results
4.2.1 Univariate Regression Results
4.2.2 Multivariate Regression Results
5 Out-of-sample Return Forecasts
5.1 Empirical Procedure
5.2 Forecast Evaluation
5.3 Out-of-sample Forecasting Performance
6 Summary and Conclusion
Appendix
References
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- Hanlu Diao (Author), 2021, Equity Market Prediction. Evidence from the United Kingdom, Munich, GRIN Verlag, https://www.grin.com/document/1127974
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