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South African stock return predictability in the context of data mining : the role of financial variables and international stock returns
Unknown author
(
University of Pretoria, Department of Economics
,
2010-12
)
Macroeconomic variables and South African stock return predictability
Gupta, Rangan
;
Modise, Mampho P.
(
Elsevier
,
2013-01
)
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Author
Gupta, Rangan (1)
Modise, Mampho P. (1)
Subject
Data mining -- South Africa (2)
In-sample tests (2)
Out-of-sample tests (2)
Stock return predictability (2)
Data mining (1)
Financial variables (1)
General-to-specific model (1)
General-to-specific model selection (1)
Macro variables (1)
Macroeconomics -- Econometric models (1)
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2013 (1)
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