Forecasting stock returns
Year of publication: |
[2013]
|
---|---|
Authors: | Rapach, David E. ; Zhou, Guofu |
Published in: |
Handbook of economic forecasting ; Volume 2A. - Amsterdam : North Holland, ISBN 978-0-444-53683-9. - 2013, p. 329-383
|
Subject: | Equity premium | Economic variables | Technical indicators | Forecast combination | Diffusion index | Regime shifts | Asset pricing model | Asset allocation | Business cycle | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Finanzanalyse | Financial analysis | CAPM | USA | United States | 1957-2010 |
-
Chapter 6. Forecasting Stock Returns
Rapach, David, (2013)
-
Late to recessions : stocks and the business cycle
Cram, Roberto Gómez, (2022)
-
Anomaly Predictability with the Mean-Variance Portfolio
Favero, Carlo A., (2023)
- More ...
-
Anomalies and the Expected Market Return
DONG, XI, (2021)
-
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules
Neely, Christopher J., (2010)
-
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
Rapach, David E., (2010)
- More ...