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RePEcEconometrics & Forecasting

Stock Return Variation Across Countries

The study uses machine learning to forecast country equity returns based on market traits, identifying significant predictability and key predictors.

Featured in No. 78 on 12 Dec 2024 · on release day

Released
12 Dec 2024
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No. 78 · 12 Dec 2024
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Identifier
RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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