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Small levels of predictabilty and large economic gains

Xu, Yexiao - In: Journal of empirical finance 11 (2004) 2, pp. 247-275

Persistent link: https://www.econbiz.de/10001981333

Some forecasting applications of partially adaptive estimators of ARIMA models

McDonald, James B. - In: Economics letters 45 (1994) 2, pp. 155-160

Persistent link: https://www.econbiz.de/10001163980

[Rezension von: Mallios, William S., The analysis of sports forecasting: modeling parallels between sports gambling and financial markets]

Malkiel, Burton G. - In: Journal of economic literature 39 (2001) 3, pp. 945-946

Persistent link: https://www.econbiz.de/10001612432

A New Test for the Detection of the Pricing Role of Aggregate Idiosyncratic Risk in the Predictive Regression

Ruan, Tony - 2013

The standard test for the pricing role of aggregate idiosyncratic risk in the conventional predictive regression considers aggregate total idiosyncratic risk a reasonable proxy for its undiversified component, which should be priced as theory suggests. However, when the priced component is...

Persistent link: https://www.econbiz.de/10013074960