Narrow search
Showing 1 - 10 of 2,161
Cover Image
The predictability of aggregate Japanese stock returns : implications of dividend yield
Chen, Sichong - In: International review of economics & finance : IREF 22 (2012) 1, pp. 284-304
Persistent link: https://www.econbiz.de/10009618661
Cover Image
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Cover Image
Nonlinear predictability of stock market returns : evidence from nonparametric and threshold models
McMillan, David G. - In: International review of economics & finance : IREF 10 (2001) 4, pp. 353-368
Persistent link: https://www.econbiz.de/10001651410
Cover Image
Let's take a smooth break : stock return predictability revisited
Luo, Shikong; Yan, Xinyan; Yang, Haoyi - In: International review of economics & finance : IREF 75 (2021), pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
Cover Image
Share issuance and equity returns in Borsa Istanbul
Atilgan, Yigit; Demirtas, K. Ozgur; Erdogan, Alper - In: International review of economics & finance : IREF 43 (2016), pp. 320-333
Persistent link: https://www.econbiz.de/10011625715
Cover Image
The impact of tail risk on stock market returns : the role of market sentiment
Chevapatrakul, Thanaset; Xu, Zhongxiang; Yao, Kai - In: International review of economics & finance : IREF 59 (2019), pp. 289-301
Persistent link: https://www.econbiz.de/10012202875
Cover Image
Stock return predictability : evidence from a structural model
Dladla, Pholile; Malikane, Christopher - In: International review of economics & finance : IREF 59 (2019), pp. 412-424
Persistent link: https://www.econbiz.de/10012202933
Cover Image
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Cover Image
Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?
Strobel, Marcus; Auer, Benjamin R. - In: International review of economics & finance : IREF 53 (2018), pp. 168-184
Persistent link: https://www.econbiz.de/10011791732
Cover Image
Time-varying return predictability in South Asian equity markets
Rahman, Md. Lutfur; Lee, Doowon; Shamsuddin, Abul - In: International review of economics & finance : IREF 48 (2017), pp. 179-200
Persistent link: https://www.econbiz.de/10011747247