South African stock return predictability in the context data mining: The role of financial variables and international stock returns

Economic Modelling

Volumn 29, Issue 3, 2012, Pages 908-916

  Gupta, Rangan ^a   Modise, Mampho P ^a  

^a UNIVERSITY OF PRETORIA   (South Africa)

Author keywords

Data mining; Financial variables; General to specific model selection; In sample tests; Nested models; Out of sample tests; Stock return predictability

Indexed keywords

EID: 84859108588     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2011.12.013     Document Type: Article

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