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一、 报告题目
The Cross-predictability of Industry Returns in International Financial Markets
Abstract:This paper finds evidence of return predictability across intra-industry trading partners in international financial markets. Previous-month importer returns have predictive power on the contemporaneous returns of corresponding exporters at the country-industry level. Based on lagged importer returns, a value-weighted portfolio yields monthly abnormal returns of 0.539%. When comparing return predictability at both the intra-industry and inter-industry levels, we find that the predictability at the intra-industry level is much more important.
二、 报告人
王鑫,9999js金沙老品牌助理教授
三、 报告时间
9月17日14:00-15:00
四、 报告地点
腾讯会议ID:438 654 384