Predicting Australian stock market annual returns

被引：0
|
作者：
Bornholt, Graham [1 ]
机构：
[1] Griffith Univ Gold Coast, Dept Accounting Finance & Econ, Gold Coast, Qld, Australia
来源：
JASSA-THE FINSIA JOURNAL OF APPLIED FINANCE | 2009年 / 01期
关键词：
Asset pricing; equity markets;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
In view of the current volatility in global equity markets, the outlook for Australian equities returns is a significant issue for funds managers and investors. There is strong evidence that returns in the Australian market are predictable from past US returns (two years earlier). In addition, Australian growth stocks are shown to be more influenced by the 'two-year' effect than are value stocks.
引用
收藏
页码：9 / 13
页数：5
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