The Business School
Loughborough LE11 3TU
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Return forecasting, Fundamental ratios, Macro variables, Technical indicators, Europe, Emerging markets
Equity Premium, Expected Returns, Dividend Growth Predictability
Asset pricing, Commodity markets, Equity markets, Industry-level returns, Information and market efficiency, Predictability, Underreaction
China, forecast, import, export, macroeconomics, forecast combinations
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global aggregate earnings-return relation, ERC, return decomposition
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