What are the determinants of stock returns? A comparison of shrinkage methodologies
DOI:
https://doi.org/10.46299/j.isjmef.20240301.02Keywords:
stock, stock returns, regression models, return on stocks, interest rates, inflation, economic growth, exchange rates, effect of multicollinearityAbstract
One reason why the selected topic is significant is that investing in the stock market is one of the most popular ways for individuals and institutions to grow their wealth. However, determining future stock returns remains a challenging task, as stock prices are influenced by a wide range of factors, such as economic indicators, company financials, and global events. Over the years, researchers have used various methodologies to identify the determinants of stock returns, with the goal of improving investment decisions.References
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Copyright (c) 2024 Olena Hurina, Natalia Kornieva, Liydmyla Dombrovska, Karyna Lisianska
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