The Predictive Content of Some Leading Economic Indicators for Future Stock Prices
Some recent works dealing with the subject of investment in common stocks have made cautious reference to the potential of some published, leading economic time series as inputs to stock price forecasting models. However, no prominent reports of systematic empirical research of the predictive useful...
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Veröffentlicht in: | Journal of financial and quantitative analysis 1974-03, Vol.9 (2), p.247-258 |
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container_title | Journal of financial and quantitative analysis |
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creator | Heathcotte, Bryan Apilado, Vincent P. |
description | Some recent works dealing with the subject of investment in common stocks have made cautious reference to the potential of some published, leading economic time series as inputs to stock price forecasting models. However, no prominent reports of systematic empirical research of the predictive usefulness of such series have appeared in the literature. Our study was designed to partially correct this seeming oversight. |
doi_str_mv | 10.2307/2330102 |
format | Article |
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ispartof | Journal of financial and quantitative analysis, 1974-03, Vol.9 (2), p.247-258 |
issn | 0022-1090 1756-6916 |
language | eng |
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source | Business Source Complete; JSTOR Archive Collection A-Z Listing; Cambridge University Press Journals Complete |
subjects | Common stock Corporate profits Diffusion index Dividends Investors Leading indicators Series convergence Statistical median Stock market indices Stock prices |
title | The Predictive Content of Some Leading Economic Indicators for Future Stock Prices |
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