We provide data and code that successfully reproduces nearly all cross-sectional stock return predictors. Unlike most metastudies, we carefully examine the original papers to determine whether our predictability tests should produce t-stats above 1.96. For the 180 predictors that were clearly...

We provide data and code that successfully reproduces nearly all crosssectional stock return predictors. Our 319 characteristics draw from previous meta-studies, but we differ by comparing our t-stats to the original papers' results. For the 161 characteristics that were clearly significant in...

Volatility in stock markets evokes varying responses from market participants. While some perceive it as opportunity to make money, others perceive it as a threat and start unwinding their positions. In today's globalized environment, increased volatility reflects not only the domestic...