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Day of the week and the cross-section of returns

Birru, Justin - In: Journal of financial economics 130 (2018) 1, pp. 182-214

Persistent link: https://www.econbiz.de/10012051293

Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? : a multi-scale perspective

Ftiti, Zied; Hadhri, Sinda - In: Pacific-Basin finance journal 53 (2019), pp. 40-55

Persistent link: https://www.econbiz.de/10012133290

Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets

Ma, Feng; Wahab, M. I. M.; Zhang, Yaojie - In: Pacific-Basin finance journal 54 (2019), pp. 132-146

Persistent link: https://www.econbiz.de/10012133635

Manager sentiment and stock returns

Jiang, Fuwei; Lee, Joshua; Martin, Xiumin; Zhou, Guofu - In: Journal of financial economics 132 (2019) 1, pp. 126-149

Persistent link: https://www.econbiz.de/10012134791

Variance risk in aggregate stock returns and time-varying return predictability

Pyun, Sungjune - In: Journal of financial economics 132 (2019) 1, pp. 150-174

Persistent link: https://www.econbiz.de/10012134795

Monetary policy surprises and firm-level stock return predictability : evidence from a new panel-based approach

Floro, Danvee - In: Applied economics letters 25 (2018) 17, pp. 1255-1260

Persistent link: https://www.econbiz.de/10012135374

Stock return predictability : using the cyclical component of the price ratio

McMillan, David G. - In: Research in international business and finance 48 (2019), pp. 228-242

Persistent link: https://www.econbiz.de/10012135904

Implied volatility and the cross section of stock returns in the UK

Poshakwale, Sunil S.; Chandorkar, Pankaj; Agarwal, Vineet - In: Research in international business and finance 48 (2019), pp. 271-286

Persistent link: https://www.econbiz.de/10012135913

What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets

Haab, David R.; Nitschka, Thomas - In: Swiss journal of economics and statistics 155 (2019) 16, pp. 1-17

Motivated by recent US evidence, we evaluate the predictive power of changes in the weight of large firms in the aggregate stock market ("Goliath vs David" (GVD)) for Swiss stock market returns and bond market returns. Previous research suggests that the asset return dynamics in the US and...

Persistent link: https://www.econbiz.de/10012137996

Machine learning for forecasting excess stock returns : the five-year-view : a preprint

Kyriakou, Ioannis; Mousavi, Parastoo; Nielsen, Jens Perch; … - 2019

Persistent link: https://www.econbiz.de/10012138036