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Non-Linear Predictability In G7 Stock Index Returns

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  • KIAN-PING LIM
  • CHEE-WOOI HOOY

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Suggested Citation

  • Kian-Ping Lim & Chee-Wooi Hooy, 2013. "Non-Linear Predictability In G7 Stock Index Returns," Manchester School, University of Manchester, vol. 81(4), pages 620-637, July.
  • Handle: RePEc:bla:manchs:v:81:y:2013:i:4:p:620-637
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    File URL: http://hdl.handle.net/10.1111/manc.2013.81.issue-4
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    Citations

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    Cited by:

    1. Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2016. "Time-varying return predictability in the Chinese stock market," Papers 1611.04090, arXiv.org.
    2. repec:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413 is not listed on IDEAS
    3. repec:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0076-5 is not listed on IDEAS
    4. Urquhart, Andrew & McGroarty, Frank, 2016. "Are stock markets really efficient? Evidence of the adaptive market hypothesis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 39-49.
    5. Khurshid M. Kiani, 2016. "On Modelling and Forecasting Predictable Components in European Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 487-502, October.
    6. Vinodh Madhavan, 2014. "Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)," Managerial Finance, Emerald Group Publishing, vol. 40(4), pages 395-415, March.

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