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International stock return predictability : what is the role of the United States?
Rapach, David E.; Strauss, Jack; Zhou, Guofu - In: The journal of finance : the journal of the American … 68 (2013) 4, pp. 1633-1622
Persistent link: https://www.econbiz.de/10009790955
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Predicting market components out of sample : asset allocation implications
Kong, Aiguo; Rapach, David E.; Strauss, Jack; Zhou, Guofu - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 29-41
Persistent link: https://www.econbiz.de/10009273895
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Combination return forecasts and portfolio allocation with the cross-section of book-to-market ratios
Detzel, Andrew; Strauss, Jack - In: Review of finance : journal of the European Finance … 22 (2018) 5, pp. 1949-1973
Persistent link: https://www.econbiz.de/10012006225
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Can we consistently forecast a firm's earnings? : using combination forecast methods to predict the EPS of Dow firms
Bansal, Naresh K.; Strauss, Jack; Nasseh, Alireza - In: Journal of economics and finance 39 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011326134
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Can machine learning identify sector-level financial ratios that predict sector returns?
Kuppenheimer, Gregory; Shelly, Stuart; Strauss, Jack - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014525070
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Short interest and aggregate stock returns
Rapach, David E.; Ringgenberg, Matthew C.; Zhou, Guofu - In: Journal of financial economics 121 (2016) 1, pp. 46-65
Persistent link: https://www.econbiz.de/10011590566
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Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
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Structural breaks and predictive regression models of aggregate US stock returns
Rapach, David E.; Wohar, Mark E. - In: Journal of financial econometrics : official journal of … 4 (2006) 2, pp. 238-274
Persistent link: https://www.econbiz.de/10003318450
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In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
Rapach, David E.; Wohar, Mark E. - In: Journal of empirical finance 13 (2006) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10003296950
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Macro variables and international stock return predictability
Rapach, David E.; Wohar, Mark E.; Rangvid, Jesper - In: International journal of forecasting 21 (2005) 1, pp. 137-166
Persistent link: https://www.econbiz.de/10002547182