Are return predictors of industrial equity indexes common across regions?
(2023)
Journal Article
Bengitöz, P., & Umutlu, M. (2023). Are return predictors of industrial equity indexes common across regions?. Journal of Asset Management, 24, 396–418. https://doi.org/10.1057/s41260-023-00313-4
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 i... Read More about Are return predictors of industrial equity indexes common across regions?.