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Elusive return predictability : discussion

Brown, Stephen J. - In: International journal of forecasting 24 (2008) 1, pp. 19-21

Persistent link: https://www.econbiz.de/10003661158

The economic value of forecasting left-tail risk

Xiong, James X.; Idzorek, Thomas M.; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 114-123

Persistent link: https://www.econbiz.de/10011686072

Momentum, acceleration, and reversal

Xiong, James X.; Ibbotson, Roger G. - In: Journal of investment management : JOIM 13 (2015) 1, pp. 84-95

Persistent link: https://www.econbiz.de/10011635244

Systematic risk and the cross section of hedge fund returns

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009666668

Elusive return predictability: reply to the discussion

Timmermann, Allan - In: International journal of forecasting 24 (2008) 1, pp. 29-30

Persistent link: https://www.econbiz.de/10003661200

Upside potential of hedge funds as a predictor of future performance

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of banking & finance 98 (2019), pp. 212-229

Persistent link: https://www.econbiz.de/10012162272

Is economic uncertainty priced in the cross-section of stock returns?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: Journal of financial economics 126 (2017) 3, pp. 471-489

Persistent link: https://www.econbiz.de/10011818201

Disagreement in economic forecasts and equity returns : risk or mispricing?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: China finance review international 13 (2023) 3, pp. 309-341

Persistent link: https://www.econbiz.de/10014362710

The subprime crisis and house price appreciation

Goetzmann, William N.; Peng, Liang; Yen, Jaqueline - 2009

Persistent link: https://www.econbiz.de/10003885829

The Subprime Crisis and House Price Appreciation

Goetzmann, William N. - 2011

This paper argues that econometric analysis of housing price indexes before 2006 generated forecasts of future long-term price growth and low estimated probabilities of extreme price decreases. These forecasts of future increases in home-loan collateral values may have affected both the demand...

Persistent link: https://www.econbiz.de/10013118414