Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns
Year of publication: |
2023
|
---|---|
Authors: | Chen, Andrew Y. ; Lopez-Lira, Alejandro ; Zimmermann, Tom |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 7, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4308069 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Pesaran, M. Hashem, (1992)
-
The predictability of stock returns
Zhou, Zong-guo, (1993)
-
Maximizing predictability in the stock and bond markets
Lo, Andrew W., (1995)
- More ...
-
Open source cross-sectional asset pricing
Chen, Andrew Y., (2020)
-
Open source cross-sectional asset pricing
Chen, Andrew Y., (2020)
-
Publication bias and the cross-section of stock returns
Chen, Andrew Y., (2020)
- More ...