| dc.contributor.author | Bornholt, Graham | |
| dc.date.accessioned | 2017-05-03T14:28:42Z | |
| dc.date.available | 2017-05-03T14:28:42Z | |
| dc.date.issued | 2009 | |
| dc.date.modified | 2014-08-28T05:05:58Z | |
| dc.identifier.issn | 0313-5934 | |
| dc.identifier.uri | http://hdl.handle.net/10072/28469 | |
| dc.description.abstract | In view of the current volatility in global equity markets, the outlook for Australian equities returns is a significant issue for funds managers and investors. There is strong evidence that returns in the Australian market are predictable from past US returns (two years earlier). In addition, Australian growth stocks are shown to be more influenced by the 'two-year' effect than are value stocks. | |
| dc.description.peerreviewed | Yes | |
| dc.description.publicationstatus | Yes | |
| dc.format.extent | 236786 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language | English | |
| dc.language.iso | eng | |
| dc.publisher | Financial Services Institute of Australasia (Finsia) | |
| dc.publisher.place | Australia | |
| dc.publisher.uri | finsia.com/news-hub/ajaf | |
| dc.relation.ispartofstudentpublication | N | |
| dc.relation.ispartofpagefrom | 9 | |
| dc.relation.ispartofpageto | 13 | |
| dc.relation.ispartofissue | 1 | |
| dc.relation.ispartofjournal | Jassa: The finsia journal of applied finance | |
| dc.relation.ispartofvolume | 2009 | |
| dc.rights.retention | Y | |
| dc.subject.fieldofresearch | Accounting, auditing and accountability | |
| dc.subject.fieldofresearch | Banking, finance and investment | |
| dc.subject.fieldofresearch | Finance | |
| dc.subject.fieldofresearchcode | 3501 | |
| dc.subject.fieldofresearchcode | 3502 | |
| dc.subject.fieldofresearchcode | 350202 | |
| dc.title | Predicting Australian stock market annual returns | |
| dc.type | Journal article | |
| dc.type.description | C1 - Articles | |
| dc.type.code | C - Journal Articles | |
| gro.faculty | Griffith Business School, Department of Accounting, Finance and Economics | |
| gro.rights.copyright | © 2009 JASSA and the Author[s]. The attached file is reproduced here in accordance with the copyright policy of the publisher. Please refer to the journal's website for access to the definitive, published version. | |
| gro.date.issued | 2009 | |
| gro.hasfulltext | Full Text | |
| gro.griffith.author | Bornholt, Graham N. | |
