تصفح حسب المؤلف "Ahmed, Fatma Ehab"
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The predictive ability of stock market factors
Elgammal, Mohammed Mohammed; Ahmed, Fatma Ehab; McMillan, David Gordon ( Emerald Publishing Limited , 2022 , Article)Purpose: This paper aims to ask whether a range of stock market factors contain information that is useful to investors by generating a trading rule based on one-step-ahead forecasts from rolling and recursive regressions. ...