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Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander - In: Journal of banking & finance 58 (2015), pp. 457-470
Persistent link: https://www.econbiz.de/10011544044
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Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.; Karapandža, Raša - In: Journal of banking & finance 84 (2017), pp. 188-201
Persistent link: https://www.econbiz.de/10011816844
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Dividends, earnings, and predictability
Møller, Stig Vinther; Sander, Magnus - In: Journal of banking & finance 78 (2017), pp. 153-163
Persistent link: https://www.econbiz.de/10011815127
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Oil price increases and the predictability of equity premium
Wang, Yudong; Pan, Zhiyuan; Liu, Li; Wu, Chongfeng - In: Journal of banking & finance 102 (2019), pp. 43-58
Persistent link: https://www.econbiz.de/10012162773
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The information content of forward moments
Andreou, Panayiotis C.; Kagkadis, Anastasios; Philip, Dennis - In: Journal of banking & finance 106 (2019), pp. 527-541
Persistent link: https://www.econbiz.de/10012224347
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Economic activity and momentum profits : further evidence
Maio, Paulo; Philip, Dennis - In: Journal of banking & finance 88 (2018), pp. 466-482
Persistent link: https://www.econbiz.de/10011962964
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Oil volatility risk and expected stock returns
Christoffersen, Peter F.; Pan, Xuhui - In: Journal of banking & finance 95 (2018), pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
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Forecasting the size premium over different time horizons
Zakamulin, Valeriy - In: Journal of banking & finance 37 (2013) 3, pp. 1061-1072
Persistent link: https://www.econbiz.de/10009708710
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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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Time-varying risk premia and the cross section of stock returns
Guo, Hui - In: Journal of banking & finance 30 (2006) 7, pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524