Similar Search Results - EconBiz

Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability

Xuan, Chunji; Kim, Chang-jin - In: Japan and the world economy : international journal of … 55 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012590816

Forecasting Corporate Defaults in the German Stock Market

Mertens, Richard - 2016

We estimate and test several default risk models using new and unique data on corporate defaults in the German stock market. While defaults were extremely rare events in the 1990s, they have been a characteristic feature of the German stock market since the early 2000s. We apply the structural...

Persistent link: https://www.econbiz.de/10012983935

Shorting activity and stock return predictability : evidence from a mandatory disclosure shock

Griffin, Paul A.; Hong, Hyun A.; Kalcheva, Ivalina; … - In: Financial management : FM 51 (2022) 1, pp. 27-71

Persistent link: https://www.econbiz.de/10013166811

Predicting stock returns : some European evidence

Peiro, Amado - In: Applied economics 54 (2022) 57, pp. 6596-6604

Persistent link: https://www.econbiz.de/10013494191

Long-horizon stock valuation and return forecasts based on demographic projections

Chen, Chaoyi; Gospodinov, Nikolaj; Maynard, Alex; … - In: Journal of empirical finance 68 (2022), pp. 190-215

Persistent link: https://www.econbiz.de/10013464486

A study of cross-industry return predictability in the Chinese stock market

Ellington, Michael; Stamatogiannis, Michalis P.; Zheng, … - In: International review of financial analysis 83 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013455047

Expected returns and risk in the stock market

Brennan, Michael J.; Taylor, Alex P. - In: Journal of empirical finance 72 (2023), pp. 276-300

Persistent link: https://www.econbiz.de/10014476857

A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns

Huang, Yisu; Ma, Feng; Bouri, Elie; Huang, Dengshi - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014460616

Oil price returns skewness and forecastability of international stock returns over one century of data

Salisu, Afees A.; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443111

Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables

Nonejad, Nima - In: Journal of empirical finance 70 (2023), pp. 91-122

Persistent link: https://www.econbiz.de/10014423619

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