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Return prediction in small capitalization companies on the Johannesburg Stock Exchange

Cox, Shaun; Willows, Gizelle D. - In: Investment management and financial innovations 14 (2017) 2, pp. 316-327

Persistent link: https://www.econbiz.de/10011818795

The output gap and stock returns : do cyclical fluctuations predict portfolio returns?

Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 26 (2013), pp. 40-50

Persistent link: https://www.econbiz.de/10009717221

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

The performance of linear versus non-linear models in forecasting returns on the Johannesburg Stock Exchange

Gysen, Michael van; Huang, Chun-sung; Kruger, Ryan - In: International business and economics research journal 12 (2013) 8, pp. 985-994

Persistent link: https://www.econbiz.de/10009792062

Equity style payoffs and stock return predictability : evidence from the South African JSE Securities Exchange

Hodnett, Kathleen; Hsieh, Heng-hsing; Van Rensburg, Paul - In: The journal of applied business research 28 (2012) 4, pp. 605-617

Persistent link: https://www.econbiz.de/10009568699

Return predictability and valuation ratios : sector-level evidence on the Johannesburg Stock Exchange

Chipunza, Kudakwashe Joshua; Muguto, Hilary Tinotenda; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-27

The efficient market hypothesis describes an efficient market as one in which investors cannot consistently predict stock returns because prices instantly reflect all the information flowing into the market. However, return predictability has been documented in many markets. This study tests the...

Persistent link: https://www.econbiz.de/10013179575

Time-varying expected momentum profits

Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, … - In: Journal of banking & finance 49 (2014), pp. 191-215

Persistent link: https://www.econbiz.de/10010508045

Is there momentum in factor premia? : evidence from international equity markets

Zaremba, Adam; Shemer, Jacob - In: Research in international business and finance 46 (2018), pp. 120-130

Persistent link: https://www.econbiz.de/10011983585

Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns

Zaremba, Adam; Umutlu, Mehmet; Maydybura, Alina - In: Journal of banking & finance 121 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012521610

Cross-sectional return predictability in Taiwan Stock Exchange : an empirical investigation

Cakici, Nusret; Topyan, Kudret; Wang, Chia-jane - In: Review of Pacific Basin financial markets and policies 17 (2014) 2, pp. 1-44

Persistent link: https://www.econbiz.de/10010392606

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