forecast Chinese stock market return
jhh19970724
Result_for_Class111.xlsxCER_gain
| Row | CER_gain | |
| LNTurnover,exp | -9.3829277883 | |
| China_SIR,exp | -9.8484851491 | |
| SMB,exp | -1.0086334433 | |
| HML,exp | -1.2804262303 | |
| RMW,exp | 0.7679108085 | |
| CMA,exp | -0.4433823689 | |
| LNM0,exp | -1.8028490243 | |
| LNM1,exp | -1.6712840806 | |
| LNM2,exp | -2.2728413834 | |
| China_INFL,exp | 1.3034007059 | |
| China_EP,exp | 0.188546379 | |
| China_BM,exp | 1.5053919022 | |
| USA_Semtiment,exp | -0.3490728296 | |
| SP500Ret,exp | 0.5929849837 | |
| NASDQRet,exp | 0.5639197248 | |
| USA_LIR,exp | -4.7800168414 | |
| USA_INFL,exp | -9.4694616011 | |
| USA_BILL,exp | -7.7619367638 | |
| USA_EP,exp | -3.8540320182 | |
| LNTurnover,roll | -13.4288023445 | |
| China_SIR,roll | -20.8426019898 | |
| SMB,roll | -1.6882237175 | |
| HML,roll | -2.1500871852 | |
| RMW,roll | 0.8753326402 | |
| CMA,roll | -0.8513562971 | |
| LNM0,roll | -4.2758530029 | |
| LNM1,roll | -2.600769232 | |
| LNM2,roll | -4.4467356719 | |
| China_INFL,roll | -5.5134264672 | |
| China_EP,roll | -2.161401105 | |
| China_BM,roll | 1.3930600098 | |
| USA_Semtiment,roll | 0.2002205001 | |
| SP500Ret,roll | 0.3465221103 | |
| NASDQRet,roll | 0.1568876179 | |
| USA_LIR,roll | -4.2426890726 | |
| USA_INFL,roll | -10.1928461271 | |
| USA_BILL,roll | -3.8344239256 | |
| USA_EP,roll | -5.1702008457 | |
| LNTurnover,win-combine | -12.0199287926 | |
| China_SIR,win-combine | -17.4451642802 | |
| SMB,win-combine | -1.1107537441 | |
| HML,win-combine | -1.8397510649 | |
| RMW,win-combine | 1.0367475377 | |
| CMA,win-combine | -0.451263377 | |
| LNM0,win-combine | -2.6391965588 | |
| LNM1,win-combine | -1.673279298 | |
| LNM2,win-combine | -2.8969160455 | |
| China_INFL,win-combine | -0.5541858707 | |
| China_EP,win-combine | -0.7378356515 | |
| China_BM,win-combine | 1.502071313 | |
| USA_Semtiment,win-combine | 0.1117239984 | |
| SP500Ret,win-combine | 0.6686898257 | |
| NASDQRet,win-combine | 0.539408235 | |
| USA_LIR,win-combine | -4.4449308137 | |
| USA_INFL,win-combine | -9.8339331815 | |
| USA_BILL,win-combine | -5.0994754444 | |
| USA_EP,win-combine | -4.096405066 | |
| Combine-exp | -0.6077281981 | |
| Combine-roll | -1.4662391119 | |
| Combine-all | -0.9304186709 | |
| DI, exp | -1.8859417213 | |
| DI, roll | -4.1504478663 | |
| DI, combine | -2.896896067 |
