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Forecasting Stock Returns: Do Commodity Prices Help?
Angela J. Black
, Olga Klinkowska
, David G. McMillan
*
, Fiona J. McMillan
*
Corresponding author for this work
Accountancy & Finance, Accountancy
University of Stirling
University of Dundee
Research output
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Contribution to journal
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Article
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peer-review
27
Citations (Scopus)
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Keyphrases
Commodity Prices
100%
Stock Return Prediction
100%
Forecast Model
60%
Stock Prices
60%
Dividend Yield
20%
Copyright
20%
Disequilibrium
20%
Recursive Method
20%
Parameter Values
20%
Model Forecast
20%
Stock Returns
20%
Rolling Forecast
20%
Recursive Regression
20%
Commodity Investments
20%
Economic Performance
20%
Price Relationship
20%
Forecast Parameters
20%
Cointegration
20%
Model Specification
20%
Bai-Perron Test
20%
Rolling Regression
20%
Mean Model
20%
Static Approach
20%
Price Ratio
20%
Short-term Interest Rate
20%
Economics, Econometrics and Finance
Stock Price
100%
Capital Market Returns
100%
Interest Rate
50%