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Measuring local individual housing returns from a large transaction database
Grégoir, Stéphane; Hutin, Mathieu; Maury, Tristan-Pierre - In: Annals of economics and statistics 107/108 (2012), pp. 93-131
Persistent link: https://www.econbiz.de/10009633375
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On the predictability of common stock returns : world-wide evidence
Hawawini, Gabriel A.; Keim, Donald B. - 1993
Persistent link: https://www.econbiz.de/10000897043
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On the predictability of common stock returns : world-wide evidence
Hawawini, Gabriel A.; Kiem, Donald B. - 1992
Persistent link: https://www.econbiz.de/10000854830
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Predicting excess returns in financial markets
Canova, Fabio; Marrinan, Jane Ellen - 1993
Persistent link: https://www.econbiz.de/10000865568
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Characterizing predictable components in excess returns on equity and foreign exchange markets
Bekaert, Geert; Hodrick, Robert J. - 1991
Persistent link: https://www.econbiz.de/10000819728
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The economic significance of predictable stock returns and stock volatility : evidence from the Swedish stock market
Frennberg, Per - 1994
Persistent link: https://www.econbiz.de/10000881668
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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Yield prediction
Alder, D. - 1980
Persistent link: https://www.econbiz.de/10000662736
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Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel - 1997
Persistent link: https://www.econbiz.de/10000956693
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Testing the predictive power of dividend yields : non-parametric evidence from the G5
Breedon, Francis J.; Bianchi, Marco; Sharma, Darren - 1997
Persistent link: https://www.econbiz.de/10000959398