Stock index return forecasting: the information of the constituents

DOI10.1016/J.ECONLET.2012.01.014MaRDI QIDQ1925679zbMATH OpenOpenAlexFDO

Authors Charlie X. Cai, Khine Kyaw, Qi Zhang

Publication date 18 December 2012

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.01.014

zbMATH Keywords

stock returnsportfolio strategyindex forecasting

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cites work

• Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
• Nowcasting from disaggregates in the face of location shifts
• The information content of regional employment data for forecasting aggregate conditions

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