
What's Good for GM...? Using Auto Industry Stock Returns to Forecast Business Cycles and Test the Q-Theory of Investment
Author(s) -
Gregory R. Duffee,
Stephen D. Prowse
Publication year - 1996
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.1996.38
Subject(s) - economics , stock (firearms) , stock market , econometrics , investment (military) , growth stock , predictive power , financial economics , explanatory power , proxy (statistics) , investment strategy , monetary economics , stock market bubble , mechanical engineering , paleontology , politics , political science , law , engineering , biology , philosophy , epistemology , horse , machine learning , computer science , market liquidity