Title:

Predicting Asset Returns in the BRICS: The Role of Macroeconomic and Fundamental Predictors

Authors:

Ricardo Sousa (U Minho)
Andrew Vivian (U Loughborough)
Mark E. Wohar (U Loughborough, U NE, Omaha)

Journal:

International Review Of Economics And Finance

Year:

2016

Volume:

41

Pages:

122-143

JEL codes:

E44 - Financial Markets and the Macroeconomy
O11 - Macroeconomic Analyses of Economic Development
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1016/j.iref.2015.09.001