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A comprehensive look at stock return predictability by oil prices using economic constraint approaches

Ma, Feng; Wang, Ruoxin; Lu, Xinjie; Wahab, M. I. M. - In: International review of financial analysis 78 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013252647

Uncertainty and the predictability of stock returns

Cai, Wensheng; Pan, Zhiyuan; Wang, Yudong - In: Journal of forecasting 41 (2022) 4, pp. 765-792

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Do financial market experts know their theory? : new evidence from survey data

Brückbauer, Frank - 2022 - This draft: April 2022

Using a unique survey dataset, I study how financial market experts form their stock market expectations. I document a strong disagreement among experts about how important macroeconomic and financial variables are related to stock returns. The results of an analysis of the relationships between...

Persistent link: https://www.econbiz.de/10013175639

Do financial market experts know their theory? : new evidence from survey data

Brückbauer, Frank - 2020

Using a unique survey dataset, the author studies how financial market experts form their stock market expectations. He documents a strong disagreement among experts about how important macroeconomic and financial variables are related to stock returns. The results of an analysis of the...

Persistent link: https://www.econbiz.de/10012420532

Does the volatility of volatility risk forecast future stock returns?

Bu, Ruijun; Fu, Xi; Jawadi, Fredj - In: Journal of international financial markets, … 61 (2019), pp. 16-36

Persistent link: https://www.econbiz.de/10012128269

Stock return predictability from a mixed model perspective

Dai, Zhifeng; Zhu, Huan - In: Pacific-Basin finance journal 60 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012232659

The variance risk premium : components, term structures, and stock return predictability

Li, Junye; Zinna, Gabriele - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 411-425

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Shipping investor sentiment and international stock return predictability

Papapostolou, Nikos C.; Pouliasis, Panos K.; Nomikos, … - In: Transportation research / E : an international journal 96 (2016), pp. 81-94

Persistent link: https://www.econbiz.de/10011624074

Share issuance and equity returns in Borsa Istanbul

Atilgan, Yigit; Demirtas, K. Ozgur; Erdogan, Alper - In: International review of economics & finance : IREF 43 (2016), pp. 320-333

Persistent link: https://www.econbiz.de/10011625715

Why does the option to stock volume ratio predict stock returns?

Ge, Li; Lin, Tse-Chun; Pearson, Neil D. - In: Journal of financial economics 120 (2016) 3, pp. 601-622

Persistent link: https://www.econbiz.de/10011590269

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