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The Value Spread as a Predicto...
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1
The value spread
Cohen, Randolph B.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
-
2001
Persistent link: https://www.econbiz.de/10001578184
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2
Effects of index-fund investing on commodity futures prices
Hamilton, James D.
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010254330
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3
On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel
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1995
Persistent link: https://www.econbiz.de/10000908932
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4
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
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1995
Persistent link: https://www.econbiz.de/10000909184
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5
Predictable stock returns : reality or statistical illusion?
Nelson, Charles R.
;
Kim, Myung-jig
-
1990
Persistent link: https://www.econbiz.de/10000788661
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6
Economic tracking portfolios
Lamont, Owen A.
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1999
Persistent link: https://www.econbiz.de/10001378519
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7
Earnings and expected returns
Lamont, Owen A.
-
1996
Persistent link: https://www.econbiz.de/10000598108
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8
Stock return predictability : is it there?
Ang, Andrew
;
Bekaert, Geert
-
2001
Persistent link: https://www.econbiz.de/10001569416
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9
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
-
2013
Persistent link: https://www.econbiz.de/10009744702
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10
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
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