Keywords: Stock return predictability
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Journal Articles
International Journal of Managerial Finance (2023) 19 (2): 308–330.
Published: 25 February 2022
... the impact of recession periods on stock return predictions. The dummy variable is based on the monthly data of the US recession indicators, based on National Bureau of Economic Research, from the period following the peak through the trough – the recession period is represented by “1” and other periods...

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