We would like to thank Yongmiao Hong and Tae-Hwy Lee for sharing some computer programs used in this study; Ken French for making the data available through his website; Donald R. Fraser, Hui Guo, Dennis W. Jansen, Qi Li, Robert A. Van Ness and seminar and session participants at Texas A&M University and the 2009 Eastern Finance Association for much help and suggestions. We are grateful to the editor (Arnie Cowan) and the anonymous referee for very extensive comments, which greatly improved the paper. Wang and Yang acknowledge financial support from the PSC-CUNY research grant and the UC Denver Faculty Research & Scholarship Completion Fund, respectively.
Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach
Article first published online: 12 OCT 2009
© 2009, The Eastern Finance Association
Volume 44, Issue 4, pages 559–582, November 2009
How to Cite
Su, X., Wang, T. and Yang, J. (2009), Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach. Financial Review, 44: 559–582. doi: 10.1111/j.1540-6288.2009.00230.x
- Issue published online: 12 OCT 2009
- Article first published online: 12 OCT 2009
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!