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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators

Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256

Persistent link: https://www.econbiz.de/10011549916

The bond rate and estimated monetary policy rules

Mehra, Yash Pal - In: Journal of economics & business 53 (2001) 4, pp. 345-358

Persistent link: https://www.econbiz.de/10001594946

The bond rate and actual future inflation

Mehra, Yash Pal - In: Economic quarterly 84 (1998) 2, pp. 27-47

Persistent link: https://www.econbiz.de/10001250117

Indicator selection and stock return predictability

Dai, Zhifeng; Zhu, Huan - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012822124

Can we forecast better in periods of low uncertainty? : the role of technical indicators

Ferrer Fernández, María; Henry, Ólan Thomas John; … - In: Journal of empirical finance 71 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014292349

Labor hiring, investment and stock return predictability in the cross section

Bazdrecand, Santiago (contributor); … - 2009

We document that the firm level hiring rate predicts stock returns in the cross-section of US publicly traded firms even after controlling for investment, size, book-to-market and momentum as well as other known predictors of stock returns. The predictability shows up in both Fama-MacBeth cross...