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• W1470784480 abstract "We are among the first to provide evidence for the BRICS countries on the predictability of stock returns using macroeconomic, macro-financial and US/global variables and find that there is predictability for all the countries. We consider both in-sample and out-of-sample tests. The gains in predictability are primarily available one quarter ahead, but in some cases, two and four quarters ahead." @default.
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• W1470784480 date "2016-01-01" @default.
• W1470784480 modified "2023-10-17" @default.
• W1470784480 title "Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors" @default.
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• W1470784480 doi "https://doi.org/10.1016/j.iref.2015.09.001" @default.
• W1470784480 hasPublicationYear "2016" @default.
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