Stock returns: momentum, volatility and interest rates.

Yue Fang Sakae Wada John E. Moody

Published in: CIFEr (2003)

Keyphrases

stock returns
stock market
chinese stock market
cross sectional
stock price
developed countries
panel data
financial time series
financial markets
stock data
cash flow
developing countries
stock exchange
historical data
short term
financial data
non stationary
online learning
feature space