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Return Predictability : The Du...
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81
Private information of the Fed and predictability of stock returns
Tas, Bedri Kamil Onur
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2381-2398
Persistent link: https://www.econbiz.de/10009379729
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82
Sentiment dynamics and stock returns : the case of the German stock market
Lux, Thomas
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
3
,
pp. 663-679
Persistent link: https://www.econbiz.de/10009381344
Saved in:
83
South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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84
Bond variance risk premia
Mueller, Philippe
;
Vedolin, Andrea
;
Yen, Yu-min
-
2012
Persistent link: https://www.econbiz.de/10009552228
Saved in:
85
International stock return predictability under model uncertainty
Schrimpf, Andreas
- In:
Journal of international money and finance
29
(
2010
)
7
,
pp. 1256-1282
Persistent link: https://www.econbiz.de/10009239675
Saved in:
86
Expected inflation, expected stock returns, and money illusion : What can we learn from survey expectations?
Schmeling, Maik
;
Schrimpf, Andreas
- In:
European economic review : EER
55
(
2011
)
5
,
pp. 702-719
Persistent link: https://www.econbiz.de/10009243405
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87
Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H.
;
Shamsuddin, Abul
;
Lim, Kian-Ping
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 868-879
Persistent link: https://www.econbiz.de/10009492527
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88
Efficiency of heterogeneity measures : an asset pricing perspective
Qin, Lu
;
Zhu, Hongquan
- In:
China finance review international
5
(
2015
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10011391759
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89
Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market
Drakos, Anastassios A.
;
Diamandis, Panayotis F.
; …
- In:
International journal of economics and finance
7
(
2015
)
11
,
pp. 25-38
Persistent link: https://www.econbiz.de/10011401093
Saved in:
90
Fractional integration of the price-dividend ratio in a present-value model of stock prices
Goliñski, Adam
;
Madeira, João
;
Rambaccussing, Dooruj
-
2015
Persistent link: https://www.econbiz.de/10010513447
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