Economics, Econometrics and Finance
4 years ago

Predicting Economic Growth and Stock Market Returns with International Value Premiums

International Review of Economics & Finance
Are international value premiums driven by the same set of fundamentals?
Angela J. Black, P. M. Fraser, David G. McMillan

Paper Summary

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The article investigates international value premiums in G7 countries from 1975 to 2002. Using a specific method, the researchers found a relationship between value and growth stocks based on economic growth expectations. This relationship can predict changes in industrial production growth and stock market returns in the future.