---
title: Stock Return Variation Across Countries
url: https://www.ml-quant.com/papers/repec/eee-finana-v-96-y-2024-i-pa-s1057521924005015/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924005015%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A96%3Ay%3A2024%3Ai%3Apa%3As1057521924005015
featured: 2024-12-12
citations: unknown
topic: Econometrics & Forecasting
---


# Stock Return Variation Across Countries

The study uses machine learning to forecast country equity returns based on market traits, identifying significant predictability and key predictors.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924005015%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A96%3Ay%3A2024%3Ai%3Apa%3As1057521924005015
- Identifier: RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015
- Released: 2024-12-12
- First featured: Quant Letter No. 78 (2024-12-12): https://www.ml-quant.com/issues/2024-12-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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