Chang, TsangyaoGupta, RanganMajumdar, AnandamayeePierdzioch, Christian2019-01-152019-01Chang, T., Gupta, R., Majumdar, A. et al. 2019, 'Predicting stock market movements with a time-varying consumption-aggregate wealth ratio', International Review of Economics and Finance, vol. 59, pp. 458-467.1059-0560 (print)1873-8036 (online)10.1016/j.iref.2018.10.009http://hdl.handle.net/2263/68146Please read abstract in the article.en© 2018 Elsevier Inc. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in International Review of Economics and Finance. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. A definitive version was subsequently published in International Review of Economics and Finance, vol. 59, pp. 458-467, 2019. doi : 10.1016/j.iref.2018.10.009.Consumption-aggregate wealth ratioNonparametric causality-in-quantiles testStock returnsTime-varying cointegrationVolatilityPostprint Article