Andreas Humpe

University of St. Andrews

North St

Saint Andrews, Fife KY16 9AJ

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 39,719

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14

CROSSREF CITATIONS

11

Scholarly Papers (3)

1.

Can Macroeconomic Variables Explain Long Term Stock Market Movements? A Comparison of the US and Japan

CDMA Working Paper No. 07/20
Number of pages: 26 Posted: 31 Oct 2007
Andreas Humpe and Peter Macmillan
University of St. Andrews and University of St. Andrews - School of Management
Downloads 1,813 (18,222)
Citation 32

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Stock Market Indices, Cointegration, Interest Rates

2.

Non-Linear Predictability of Stock Market Returns: Comparative Evidence from Japan and the US

Investment Management and Financial Innovations, Volume 11, Issue 4, 2014
Number of pages: 13 Posted: 20 Dec 2015
Andreas Humpe and Peter Macmillan
University of St. Andrews and University of St. Andrews - School of Management
Downloads 199 (286,882)
Citation 1

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stock market return, smooth transition regression model, forecasting, behavioral finance, Japan

3.

Non-Linearity in the Dividend Yield: A Comparison of the US and Japan

Number of pages: 19 Posted: 30 Apr 2016
Andreas Humpe
University of St. Andrews
Downloads 79 (577,022)

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stock market returns, Japan, LSTR, switching models, behavioural finance, dividend yield