International Stock Return Predictability: What is the Role of the United States?

Citations in the corpus

Which Artificial Intelligence Algorithm Better Predicts the Chinese Stock Market? (2018, neutral): “Among the many predictive efforts over the last few decades [1]–[3], some have had success using quantitative methods [4]–[9], such as autoregressive integrated moving average (ARIMA) models, artiﬁcial neural networks, support vector machine, and neuro-fuzzy based systems, but because of the…”
Bond Risk Premia with Machine Learning∗ (2018, unknown): “The research design follows the structure outlined in Gu et al. (2018), whereby a comparison of different machine learning 1See, e.g., Rapach et al. (2013), Feng, Giglio and Xiu (2017), Freyberger, Neuhierl and Weber (2017), Giannone, Lenza and Primiceri (2017), Giglio and Xiu (2017), Heaton,…”
Pairs trading in the UK equity market: risk and return (2016, unknown): “Henkel, Martin, and Nardari (2011) and Rapach, Strauss, and Zhou (2013) find that predictability is stronger in expansions than recessions and Cooper et al. (2004) finds that cross sectional momentum is sensitive to the prior thirty six month equity market returns.”