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Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang; Maasoumi, Esfandiar; Xiao, Zhijie - In: Econometric reviews 39 (2020) 7, pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
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Industry competition and fundamental analysis
Safdar, Irfan - In: Journal of accounting literature : the official journal … 37 (2016), pp. 36-54
Persistent link: https://www.econbiz.de/10011642255
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Competition Network and Predictable Industry Returns
Dou, Winston Wei; Wu, Wei - 2023
We document robust industry return predictability through the lens of a competition network, connecting two industries …-industry effects due to investors' limited attention and constrained information-processing capabilities. Focal industries have higher … contemporaneous and future returns when connected peer industries, through the competition network, exhibit higher stock returns. This …
Persistent link: https://www.econbiz.de/10014348634
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The scale of predictability
Bandi, Federico M.; Perron, Bernard; Tamoni, Andrea; … - 2013 - This version: December 19, 2013
Persistent link: https://www.econbiz.de/10011813907
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Forecasting stock returns through an efficient aggregation of mutual fund holdings
Wermers, Russ; Yao, Tong; Zhao, Jane - In: The review of financial studies 25 (2012) 12, pp. 3490-3529
Persistent link: https://www.econbiz.de/10009714159
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The Predictability of Future Aggregate Earnings Growth and the Relation between Aggregate Analyst Recommendation Changes and Future Returns
Billings, Bruce K. - 2020
incorporate aggregate information in a manner that adds value to investors by predicting future returns …
Persistent link: https://www.econbiz.de/10012840191
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Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
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The predictability of future aggregate earnings growth and the relation between aggregate analyst recommendation changes and future returns
Billings, Bruce K.; Keskek, Sami; Pierce, Spencer - In: The accounting review : a publication of the American … 96 (2021) 1, pp. 41-66
Persistent link: https://www.econbiz.de/10012439360
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Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
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The scale of predictability
Bandi, F. M.; Perron, Benoit; Tamoni, A.; Tebaldi, C. - In: Journal of econometrics 208 (2019) 1, pp. 120-140
Persistent link: https://www.econbiz.de/10012139815