Dynamic investigation into the predictability of Australian industrial stock returns: using financial and economic information

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Dynamic investigation into the predictability of Australian industrial stock returns: using financial and economic information

This paper employs Bayesian dynamic linear forecasting techniques to investigate the factors driving the predictability of Australian stock market. The unanticipated components of a set of economic and financial variables are chosen as the proxies for the economic risk factors that influence the ind...

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Bibliographic Details
Main Authors:	Lakshman, Alles, Yao, J., Gao, J.
Format:	Journal Article
Published:	Elsevier BV 2005
Online Access:	http://hdl.handle.net/20.500.11937/12661

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