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A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos; Milas, Costas; Panagiōtidēs, … - In: Economics letters 187 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
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Expected profitability and the cross-section of stock returns
Lin, Qi; Lin, Xi - In: Economics letters 183 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012122451
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Lumpy investment and expected stock returns
Im, Hyun Joong; Park, Heungju - In: Economics letters 193 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012509065
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Asymmetric adjustment of stock prices to their fundamental value and the predictability of US stock returns
Boucher, Christophe - In: Economics letters 95 (2007) 3, pp. 339-347
Persistent link: https://www.econbiz.de/10003476261
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Do analysts anchor on public signals in forecasting the target price of disruptive technology firms?
Caylor, Marcus; Hong, Duanping; Park, Hyungshin; Qu, Hong - In: Economics letters 228 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014451352
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Spurious regressions driven by excessive volatility
Kim, Chang Sik; Lee, Sungro - In: Economics letters 113 (2011) 3, pp. 292-297
Persistent link: https://www.econbiz.de/10009503041
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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
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Short and long memory in stock returns data
Goddard, John A.; Onali, Enrico - In: Economics letters 117 (2012) 1, pp. 253-255
Persistent link: https://www.econbiz.de/10009697789
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What determines the dynamics of absolute excess returns on stock markets?
Kurz, Claudia; Kurz-Kim, Jeong-Ryeol - In: Economics letters 118 (2013) 2, pp. 342-346
Persistent link: https://www.econbiz.de/10009708886
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VaR constrained asset pricing with relative performance
Liu, Xiangbo; Qiu, Zhigang; Xiong, Yan - In: Economics letters 121 (2013) 2, pp. 174-178
Persistent link: https://www.econbiz.de/10010346336