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Long-horizon returns
Fama, Eugene F.; French, Kenneth Ronald - In: Review of asset pricing studies 8 (2018) 2, pp. 232-252
Persistent link: https://www.econbiz.de/10012002182
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Incorporating volatility in tolerance intervals for pair-trading strategy and backtesting
Chen, Cathy W. S.; Lin, Tsai-Yu; Huang, T. Y. - In: The journal of risk model validation 13 (2019) 1, pp. 63-94
Persistent link: https://www.econbiz.de/10012020269
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The predictive power of industrial electricity usage revisited : evidence from non-parametric causality tests
Bonato, Matteo; Demirer, Rıza; Gupta, Rangan - In: OPEC energy review 42 (2018) 2, pp. 93-106
Persistent link: https://www.econbiz.de/10011969463
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Informed trading in the options market and stock return predictability
Han, Joongho; Kim, Da-Hea; Byun, Suk Joon - In: The journal of futures markets 37 (2017) 11, pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
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Short‐term return predictability and repetitive institutional net order activity
Murphy, Dermot P.; Thirumalai, Ramabhadran S. - In: The journal of financial research 40 (2017) 4, pp. 455-477
Persistent link: https://www.econbiz.de/10011903822
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The characteristics that provide independent information about average U.S. monthly stock returns
Green, Jeremiah; Hand, John R.; Zhang, X. Frank - In: The review of financial studies 30 (2017) 12, pp. 4389-4436
Persistent link: https://www.econbiz.de/10011924583
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A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.; Chabi-Yo, Fousseni; Gao, Xiaohui - In: The review of financial studies 31 (2018) 2, pp. 532-555
Persistent link: https://www.econbiz.de/10011925241
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Forecasting through the rearview mirror : data revisions and bond return predictability
Ghysels, Eric; Horan, Casidhe; Mönch, Emanuel - In: The review of financial studies 31 (2018) 2, pp. 678-714
Persistent link: https://www.econbiz.de/10011925250
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Cross-sectional and time-series tests of return predictability : what is the difference?
Goyal, Amit; Jegadeesh, Narasimhan - In: The review of financial studies 31 (2018) 5, pp. 1784-1824
Persistent link: https://www.econbiz.de/10011926567
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Innovative originality, profitability, and stock returns
Hirshleifer, David; Hsu, Po-Hsuan; Li, Dongmei - In: The review of financial studies 31 (2018) 7, pp. 2553-2605
Persistent link: https://www.econbiz.de/10011927144