Forecasting the future prices of stock by analyzing the past and current price movements in determining the trend are … always areas of interest of Chartists who believe in studying the action of the market itself rather than the past and … price forecasts and index movement predictive models. The experiments with dynamic as well as static forecasting methods …

Considering market-based inflation expectations, we show that investors’ forecasts are non-linear. We capture this non … oneself against revisions in inflation forecasts when inflation is considered as a variable of interest by market participants … and low concern about inflation. Using a complete cross-asset panel of equity sectors, bonds, and commodities, we perform …

Purpose: This article investigates stock return predictability in the Korean stock market using the methodology of … forecasting performance of the dynamic factor predictive regression model by comparing in-sample and out-of-sample predictability … regression methods to combine forecasts comparable to the dynamic factor predictive model such as the forecast combination method …

It is well-known that there is a strong correlation between valuation ratios and long-term returns on certain stock-market … downwards slope, where higher valuation ratios correspond to lower future stock-market returns, and vice versa. But a formal … we often see in scatter-plots of long-term stock-returns. We also derive formulas that let us forecast the mean and …