Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5055050 | Economic Modelling | 2012 | 9 Pages |
Abstract
⺠We examine predictability of financial variables for South African stock returns. ⺠Only stock returns for our major trading partners have in-sample predictive power. ⺠Interest rates and foreign stock returns show out-of-sample predictability. ⺠Evidence of the out-of-sample predictability is due to data mining.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Rangan Gupta, Mampho P. Modise,