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Net payout yields and the cross-section of international stock returns

Walkshäusl, Christian - In: The journal of asset management 17 (2016) 1, pp. 57-67

Persistent link: https://www.econbiz.de/10011485136

Inflation and stock returns at B3

Chaves, Carlos; Silva, André C. - In: Revista Brasileira de Finanças : RBFin 16 (2018) 4, pp. 521-544

Persistent link: https://www.econbiz.de/10012125437

What's the natural rate of unemployment? : answers from forecasters

Capehart, Kevin W. - In: International review of applied economics 33 (2019) 5, pp. 712-732

Persistent link: https://www.econbiz.de/10012182356

Time-variation in the impact of news sentiment

Smales, Lee A. - In: International review of financial analysis 37 (2015), pp. 40-50

Persistent link: https://www.econbiz.de/10011316615

In search of a general model of unemployment

Kooros, Syrous K. - In: Advances in competitiveness research : ACR 16 (2008) 1/2, pp. 99-117

Persistent link: https://www.econbiz.de/10003791497

Modeling the cross section of stock returns : a model pooling approach

O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1331-1360

Persistent link: https://www.econbiz.de/10009728905

Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP : Evidence for Switzerland

Siliverstovs, Boriss; Kholodilin, Konstantin A. - 2010

This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/forecasts of GDP quarter-on-quarter growth rates in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the Swiss GDP. We find that the factor model...

Persistent link: https://www.econbiz.de/10014198205

The volatility of daily tug-of-war intensity and stock market returns

Bai, Fan; Zhang, Yaqi; Chen, Zhonglu; Li, Yan - In: Finance research letters 55 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014473224

The Federal Reserve's output gap : the unreliability of real-time reliability tests

Quast, Josefine; Wolters, Maik H. - In: Journal of applied econometrics 38 (2023) 7, pp. 1101-1111

Persistent link: https://www.econbiz.de/10014474421

Efficient Tests of Stock Return Predictability

Campbell, John Y. - 2009

Conventional tests of the predictability of stock returns could be invalid, that is reject the null too frequently, when the predictor variable is persistent and its innovations are highly correlated with returns. We develop a pretest to determine whether the conventional t-test leads to invalid...

Persistent link: https://www.econbiz.de/10012767723