Should stock market return forecasts be conditioned on politics?
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DOI: 10.1177/0312896214526213
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Cited by:
- Kam Fong Chan & John G. Powell & Jing Shi & Tom Smith, 2018. "Dividend persistence and dividend behaviour," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 127-147, March.
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Keywords
Auto-correlated explanatory variables; presidential regimes; spurious regression; stock market return differences;All these keywords.
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