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Long-Horizon Returns
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21
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
22
As told by the supplier : trade credit and the cross section of stock returns
Goto, Shingo
;
Xiao, Gang
;
Yan, Xu
- In:
Journal of banking & finance
60
(
2015
),
pp. 296-309
Persistent link: https://www.econbiz.de/10011545044
Saved in:
23
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
Saved in:
24
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
25
Return predictability : learning from the cross-section
Penasse, Julien
-
2016
Persistent link: https://www.econbiz.de/10011565475
Saved in:
26
The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy
- In:
The journal of asset management
15
(
2014
)
4
,
pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
Saved in:
27
Investor attention, index performance, and return predictability
Vozlyublennaia, Nadia
- In:
Journal of banking & finance
41
(
2014
),
pp. 17-35
Persistent link: https://www.econbiz.de/10010407999
Saved in:
28
A forecast evaluation of expected equity return measures
Chin, Michael
;
Polk, Christopher
-
2015
Persistent link: https://www.econbiz.de/10010497568
Saved in:
29
Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009385117
Saved in:
30
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
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