A dynamic investigation into the predictability of Australian industry stock returns
This thesis involved an empirical investigation of the predictability of Australian industrial stock returns using a dynamic state-space framework. The systematic risks of industrial portfolios were examined in a stochastic market- model. The systematic risks of industry portfolios are found to be s...
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| Format: | Thesis |
| Language: | English |
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Curtin University
2004
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| Online Access: | http://hdl.handle.net/20.500.11937/1067 |