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Forecasting US bond returns : a practitioner's perspective
Mylnikov, George - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 124-136
Persistent link: https://www.econbiz.de/10010365489
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An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts
Dopuch, Nicholas; Seethamraju, Chandra; Xu, Weihong - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10003727911
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Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
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The market risk premium and long-term stock returns
Reichenstein, William R. - In: The journal of portfolio management : a publication of … 19 (1993) 4, pp. 63-72
Persistent link: https://www.econbiz.de/10001145781
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Stock market volatility and economic factors
Binder, John J.; Merges, Matthias J. - In: Review of quantitative finance and accounting 17 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001748128
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An asset class characterization of the U.S. equity index volatility risk premium
Fallon, William; Park, James - In: The journal of portfolio management : a publication of … 43 (2016) 1, pp. 72-84
Persistent link: https://www.econbiz.de/10011686227
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Financial analysts' forecast accuracy and dispersion : high-tech versus low-tech stocks
Kwon, Sung S. - In: Review of quantitative finance and accounting 19 (2002) 1, pp. 65-91
Persistent link: https://www.econbiz.de/10001698803
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Is the stock market predictable? : Forget autoregressive models ; dividend yield models do have some predictive power
Fuller, Russell J. - In: The journal of portfolio management : a publication of … 16 (1990) 4, pp. 28-36
Persistent link: https://www.econbiz.de/10001112348
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Improving U.S. stock return forecasts : a "fair-value" CAPE approach
Davis, Joseph H.; Aliaga-Díaz, Roger; Ahluwalia, Harshdeep - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 43-55
Persistent link: https://www.econbiz.de/10011877612
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Intraday return volatility process : evidence from NASDAQ stocks
Rahman, Shafiqur; Lee, Cheng F.; Ang, Kian Ping - In: Review of quantitative finance and accounting 19 (2002) 2, pp. 155-180
Persistent link: https://www.econbiz.de/10001719974