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Earnings and expected returns
Lamont, Owen A. - 1996
Persistent link: https://www.econbiz.de/10000598108
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Predictive content of the stock market for output revisited
Bondt, Gabe J. de - In: Applied economics letters 16 (2009) 13/15, pp. 1289-1294
Persistent link: https://www.econbiz.de/10003894129
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Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth - 1987
Persistent link: https://www.econbiz.de/10009571466
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The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian; Chen, Liya; Wang, Xiaoke; Zuo, Haomiao - In: Applied economics letters 22 (2015) 16/18, pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
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Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2016
Persistent link: https://www.econbiz.de/10011540476
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Four centuries of return predictability
Golez, Benjamin; Koudijs, Peter - 2014
Persistent link: https://www.econbiz.de/10010481196
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Forecasting comparison between two nonlinear models : fuzzy regression versus SETAR
Feng, Hui - In: Applied economics letters 18 (2011) 16/18, pp. 1623-1627
Persistent link: https://www.econbiz.de/10009383409
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Stock return predictability : is it there?
Ang, Andrew; Bekaert, Geert - 2001
Persistent link: https://www.econbiz.de/10001569416
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On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel - 1995
Persistent link: https://www.econbiz.de/10000908932
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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184