Getting the most out of macroeconomic information for predicting stock returns and volatility

Research output: Working paper › Academic

Series	Tinbergen Institute Discussion Paper
Volume	10-115/4

Cite this

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title = "Getting the most out of macroeconomic information for predicting stock returns and volatility",

author = "Cakmakli, {C (Cem)} and {van Dijk}, Dick",

year = "2010",

language = "English",

series = "Tinbergen Institute Discussion Paper",

publisher = "Tinbergen Institute",

address = "Netherlands",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - Getting the most out of macroeconomic information for predicting stock returns and volatility

AU - Cakmakli, C (Cem)

AU - van Dijk, Dick

PY - 2010

Y1 - 2010

M3 - Working paper

T3 - Tinbergen Institute Discussion Paper

BT - Getting the most out of macroeconomic information for predicting stock returns and volatility

PB - Tinbergen Institute

CY - Rotterdam

ER -