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On the out-of-sample predictability of stock market returns

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001971221

Differences between NZ and U.S. individual investor sentiment : more noise or more information?

Białkowski, Je̜drzej; Wagner, Moritz; Wei, Xiaopeng - 2023

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Changes in earnings-price ratios and excess returns : a case of investor over-reaction

Bartholdy, Jan - 1998

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Predicting returns and dividend growth : the role of non-Gaussian innovations

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A fear index to predict oil futures returns

Chevallier, Julien; Sévi, Benoît - 2013

This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...

Persistent link: https://www.econbiz.de/10010189497