working paper
Industry Interdependencies and Cross-Industry Return Predictability
Abstract
Abstract is not available.- Working Paper
- Complex industry interdependencies
- Predictive regression
- Adaptive LASSO
- Central node; Industry-rotation portfolio
- Business cycle
- Multifactor model
- Principal components
- Target-relevant factors
- Basic or Discovery Scholarship
- Business
- Finance and Financial Management
- Finance
- Finance and Financial Markets
Similar works
Full text
Last time updated on 24/05/2016
This paper was published in Institutional Knowledge at Singapore Management University.
Having an issue?
Is data on this page outdated, violates copyrights or anything else? Report the problem now and we will take corresponding actions after reviewing your request.
Licence: OpenAccess