Keywords: Average correlation
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Journal Articles
Accounting Research Journal (2020) 33 (2): 411–433.
Published: 20 February 2020
...Xiyang Li; Bin Li; Tarlok Singh; Kan Shi Purpose This study aims to draw on a less explored predictor – the average correlation of pairwise returns on industry portfolios – to predict stock market returns (SMRs) in the USA. Design/methodology/approach This study uses the average correlation...

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