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Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.; Wang, Jiaguo; Yao, Yaqiong - In: Journal of banking & finance 97 (2018), pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
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Stock return predictability : evaluation based on interval forecasts
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
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Stock return autocorrelations and predictability in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun; Zhang, Li-Wen - 2016
Persistent link: https://www.econbiz.de/10011617906
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Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?
Strobel, Marcus; Auer, Benjamin R. - In: International review of economics & finance : IREF 53 (2018), pp. 168-184
Persistent link: https://www.econbiz.de/10011791732
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Predictability of return in Pakistan stock market through the application of the threshold quantile autoregressive models
Rasheed, Muhammad Haroon; Gul, Faid; Hashmi, Aijaz Mustafa - In: Iranian economic review : journal of University of Tehran 25 (2021) 4, pp. 815-828
Persistent link: https://www.econbiz.de/10012806683
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Stock return autocorrelations and predictability in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun; Zhang, Li-Wen - In: Economic modelling 60 (2017), pp. 391-401
Persistent link: https://www.econbiz.de/10011734259
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Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie; He, Mengxi; Zhao, Yuqi; Hao, Xianfeng - In: Bulletin of economic research 75 (2023) 4, pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
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Seasonalities in the German stock market
Hofmann, Daniel; Keiber, Karl Ludwig - In: Financial markets and portfolio management 35 (2021) 2, pp. 151-192
Persistent link: https://www.econbiz.de/10012588317
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Feasible earnings momentum in the U.S. stock market : an investor's perspective
Krauss, Christopher; Beerstecher, Daniel; Krüger, Tom - 2015
This paper examines earnings momentum strategies in the U.S. stock universe from an investor's perspective. Specifically, we use the software Stock Investor Pro from the American Association of Individual Investors (AAII) to obtain the composition of the U.S. stock universe from 2005-2015 on a...
Persistent link: https://www.econbiz.de/10011346692
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Separating momentum from reversal in international stock markets
Walkshäusl, Christian; Weißofner, Florian; Wessels, Ulrich - In: The journal of asset management 20 (2019) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10012059768