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A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
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Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
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Does cash flow predict returns?
Narayan, Paresh Kumar; Westerlund, Joakim - In: International review of financial analysis 35 (2014), pp. 230-236
Persistent link: https://www.econbiz.de/10010530231
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Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of banking & finance 36 (2012) 9, pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614
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Robust block bootstrap panel predictability tests
Westerlund, Joakim; Smeekes, Stephan - 2013
Persistent link: https://www.econbiz.de/10010199463
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Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
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Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
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Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Westerlund, Joakim; Sharma, Susan Sunila - In: Energy economics 77 (2019), pp. 3-12
Persistent link: https://www.econbiz.de/10012306331
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Testing for predictability in panels with general predictors
Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of applied econometrics 32 (2017) 3, pp. 554-574
Persistent link: https://www.econbiz.de/10011694742
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Robust block bootstrap panel predictability tests
Smeekes, Stephan; Westerlund, Joakim - In: Econometric reviews 38 (2019) 9, pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384