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Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
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Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong; Sousa, Ricardo M.; Uddin, Mohammed … - In: Finance research letters 12 (2015), pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
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Stock return predictability in South Africa : the role of major developed markets
Wen, Yi-Chieh; Lin, Philip T.; Li, Bin; Roca, Eduardo - In: Finance research letters 15 (2015), pp. 257-265
Persistent link: https://www.econbiz.de/10011553256
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New evidence for the inflation hedging potential of US stock returns
Salisu, Afees A.; Ndako, Umar Bida; Akanni, Lateef O. - In: Finance research letters 37 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012485025
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Revisiting the price effect in US stocks
Geertsema, Paul; Lu, Helen - In: Finance research letters 30 (2019), pp. 139-144
Persistent link: https://www.econbiz.de/10012420322
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Stock return predictability : evidence across US industries
Quynh Thi Thuy Pham - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012490583
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Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
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Can US trade policy uncertainty help in predicting stock market excess return?
Li, Dakai; Zhang, Fan; Li, Xuezhi - In: Finance research letters 49 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013479261
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Which uncertainty measures matter for the cross-section of corporate bond returns? : evidence from the U.S. during 1973–2020
Lee, Kiryoung - In: Finance research letters 48 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013463685