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The Predictive Content of Some Leading Economic Indicators for Future Stock Prices

Published online by Cambridge University Press:  19 October 2009

Bryan Heathcotte  and
Vincent P. Apilado
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Extract

Some recent works dealing with the subject of investment in common stocks have made cautious reference to the potential of some published, leading economic time series as inputs to stock price forecasting models. However, no prominent reports of systematic empirical research of the predictive usefulness of such series have appeared in the literature. Our study was designed to partially correct this seeming oversight.

Type
Research Article
Information
Journal of Financial and Quantitative Analysis , Volume 9 , Issue 2 , March 1974 , pp. 247 - 258
Copyright
Copyright © School of Business Administration, University of Washington 1974

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References

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