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1
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
2
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
3
Predicting international stock returns with conditional price-to-fundamental ratios
Lawrenz, Jochen
;
Zorn, Josef
- In:
Journal of empirical finance
43
(
2017
),
pp. 159-184
Persistent link: https://www.econbiz.de/10011817953
Saved in:
4
The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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5
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
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6
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
7
The frequency of regime switching in financial market volatility
BenSaïda, Ahmed
- In:
Journal of empirical finance
32
(
2015
),
pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
Saved in:
8
Macro variables and the components of stock returns
Maio, Paulo
;
Philip, Dennis
- In:
Journal of empirical finance
33
(
2015
),
pp. 287-308
Persistent link: https://www.econbiz.de/10011556888
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9
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
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10
Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther
;
Nørholm, Henrik
;
Rangvid, Jesper
- In:
Journal of empirical finance
28
(
2014
),
pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
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