Predictability of stock market returns: evidence from Eurozone's banking sectors
This paper analyzes the in-, and out-of sample, predictability of the stock market returns from Eurozone’s banking sectors, arising from bank-specific ratios and macroeconomic variables, using panel estimation techniques. In order to do that, I set an unbalanced panel of 116 banks returns, from Apri...
| Autor principal: | |
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2015
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| Texto completo: | http://hdl.handle.net/10362/15071 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/15071 |