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

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Empirical Asset Pricing via Machine Learning (2018, unknown): “Rapach et al. (2013) apply lasso to predict global equity market returns using lagged returns of all countries.”
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.”
Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (2016, background): “While Rapach, Strauss, and Zhou (2013), among others, argued that USA tends to be the most influential market, in our sample, the UK stock market had the highest value of spillovers (126%), with the American market only secondhighest (116.28%).”
Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks (2017, unknown): “More specifically, Rapach et al. (2013) show that laggedUS stock returns predict returns of several non-US industrialised countries; Vrugt (2009) shows that US macroeconomic news affects conditional variances of equity returns in Australia, Japan, South Korea, and Hong Kong; Becker et al. (1995)…”