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Uncertainty and the predictability of stock returns

Cai, Wensheng; Pan, Zhiyuan; Wang, Yudong - In: Journal of forecasting 41 (2022) 4, pp. 765-792

Persistent link: https://www.econbiz.de/10013287857

Momentum of return predictability

Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156

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Forecasting stock returns : a predictorconstrained approach

Pettenuzzo, Davide; Pan, Zhiyuan; Wang, Yudong - 2017

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Forecasting stock returns : a predictor-constrained approach

Pan, Zhiyuan; Pettenuzzo, Davide; Wang, Yudong - In: Journal of empirical finance 55 (2020), pp. 200-217

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Post-Fundamentals Drift in Stock Prices : A Regression Regularization Perspective

Avramov, Doron - 2020

Regression regularization techniques show that deviations of accounting fundamentals from their preceding moving averages forecast drifts in equity market prices. The deviations-based predictability survives a comprehensive set of prominent anomalies. The profitability applies strongly to the...

Persistent link: https://www.econbiz.de/10012845643

Postfundamentals price drift in capital markets : a regression regularization perspective

Avramov, Doron; Kaplanski, Guy; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 68 (2022) 10, pp. 7658-7681

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The predictive effect of risk aversion on oil returns under different market conditions

Xiao, Jihong; Wang, Yudong; Wen, Danyan - In: Energy economics 126 (2023), pp. 1-15

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Forecasting the stock risk premium : a new statistical constraint

Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 42 (2023) 7, pp. 1805-1822

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Forecasting the equity premium using weighted regressions : Does the jump variation help?

Zhang, Zhikai; Zhang, Yaojie; Wang, Yudong - In: Empirical economics : a quarterly journal of the … 66 (2024) 5, pp. 2049-2082

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