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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
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The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam; Kizys, Renatas; Raza, Muhammad Wajid - In: Journal of empirical finance 55 (2020), pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
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Predicting international stock returns with conditional price-to-fundamental ratios
Lawrenz, Jochen; Zorn, Josef - In: Journal of empirical finance 43 (2017), pp. 159-184
Persistent link: https://www.econbiz.de/10011817953
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Market volatility and momentum
Wang, Kevin Q.; Xu, Jianguo - In: Journal of empirical finance 30 (2015), pp. 79-91
Persistent link: https://www.econbiz.de/10011489219
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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
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Expected returns and risk in the stock market
Brennan, Michael J.; Taylor, Alex P. - In: Journal of empirical finance 72 (2023), pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
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Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879
Persistent link: https://www.econbiz.de/10009492527
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Stock price movements : evidence from global equity markets
Lan, Chunhua; Bao Doan - In: Journal of empirical finance 69 (2022), pp. 123-143
Persistent link: https://www.econbiz.de/10013478522
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Stock market trading activity and returns around milestones
Aragon, George O.; Dieckmann, Stephan - In: Journal of empirical finance 18 (2011) 4, pp. 570-584
Persistent link: https://www.econbiz.de/10009306543
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Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima - In: Journal of empirical finance 70 (2023), pp. 91-122
Persistent link: https://www.econbiz.de/10014423619