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Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel - 1997
Persistent link: https://www.econbiz.de/10000956693
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A dynamic factor model of yield curve as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - 2012
Persistent link: https://www.econbiz.de/10009570152
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
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The expected real return to equity
Warusawitharana, Missaka - 2011
Persistent link: https://www.econbiz.de/10009405730
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Financial market perceptions of recession risk
King, Thomas B.; Levin, Andrew T.; Perli, Roberto - 2007
Persistent link: https://www.econbiz.de/10003828308
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How does the market interpret analysts' long-term growth forecasts?
Sharpe, Steven A. - 2002
Persistent link: https://www.econbiz.de/10001650372
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The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel J. - 2010
Persistent link: https://www.econbiz.de/10008655786
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481
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External habit and the cyclicality of expected stock returns
Tallarini, Thomas D.; Zhang, Harold H. - 2005
Persistent link: https://www.econbiz.de/10002873509
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The extreme bounds of the cross-section of expected stock returns
Durham, J. Benson - 2002
Persistent link: https://www.econbiz.de/10001706680