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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
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Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
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The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
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Economic implications of bull and bear regimes in UK stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: The economic journal : the journal of the Royal … 115 (2005) 500, pp. 111-143
Persistent link: https://www.econbiz.de/10002554576
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Momentum strategies
Chan, Louis K. C. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1681-1713
Persistent link: https://www.econbiz.de/10001211774
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On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - In: The review of financial studies 12 (1999) 5, pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
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A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - In: The economic journal : the journal of the Royal … 110 (2000), pp. 159-191
Persistent link: https://www.econbiz.de/10001469604
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Why do dividend yields forecast stock returns?
Timmermann, Allan - In: Economics letters 46 (1994) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
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Evaluating the performance of value versus glamour stocks : the impact of selection bias
Chan, Louis K. C. - In: Journal of financial economics 38 (1995) 3, pp. 269-296
Persistent link: https://www.econbiz.de/10001180869
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Good news for value stocks : further evidence on market efficiency
La Porta, Rafael; Lakonishok, Josef; Shleifer, Andrei; … - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 859-874
Persistent link: https://www.econbiz.de/10001222416