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Speakers of strong future time reference (FTR) languages (e.g., English) are required to grammatically distinguish between future and present events, while speakers of weak-FTR languages (e.g., Chinese) are not. We hypothesize that speaking about the future in the present tense may result in the...
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We propose an aggregate technical trading index by extracting the most relevant forecasting information contained in 7,846 technical trading rules to predict equity risk premium in the U.S. The proposed method is based on the false discovery rate and partial least squares approaches that...
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