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Stock return predictability or mismeasured risk?
Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
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The predictability of excess returns in the emerging bond markets
Gau, Yin-feng; Liao, Wen-ju - In: Applied financial economics 22 (2012) 16/18, pp. 1429-1451
Persistent link: https://www.econbiz.de/10009626061
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Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 24 (2014) 4/6, pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
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Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - In: Applied financial economics 24 (2014) 16/18, pp. 1147-1157
Persistent link: https://www.econbiz.de/10010418941
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The horizon effect of stock return predictability and model uncertainty on portfolio choice : UK evidence
Li, Guangjie - In: Applied financial economics 21 (2011) 10/12, pp. 771-787
Persistent link: https://www.econbiz.de/10009231591
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Are Spanish Ibex35 stock future index returns forecasted with non-linear models?
Pérez Rodríguez, Jorge V.; Torra, Salvador; Andrada … - In: Applied financial economics 15 (2005) 14, pp. 963-975
Persistent link: https://www.econbiz.de/10003177465
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Signalling in UK capital markets
Brookfield, David - In: Applied financial economics 6 (1996) 6, pp. 511-517
Persistent link: https://www.econbiz.de/10001217469
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Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael; Kearney, Colm - In: Applied financial economics 22 (2012) 22/24, pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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The mean-variance model with capital controls and expectations formation : a test on German portfolio data
Jansen, W. Jos - In: Applied financial economics 8 (1998) 4, pp. 333-346
Persistent link: https://www.econbiz.de/10001363499