Stock Market Predictability and Industrial Metal Returns.

Ben Jacobsen Ben R. Marshall Nuttawat Visaltanachoti

Published in: Manag. Sci. (2019)

Keyphrases

stock market
trading signals
trading rules
short term
financial time series
stock exchange
stock data
stock price
listed companies
stock trading
financial data
stock returns
stock index futures
long term
garch model
financial markets
trading strategies
portfolio optimization
technical indicators
stock market data