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Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
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Les reseaux de neurones artificiels : une application à prévision des prix des actifs financiers
Avouyi-Dovi, Sanvi
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Caulet, Renaud
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1995
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Changes in earnings-price ratios and excess returns : a case of investor over-reaction
Bartholdy, Jan
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1998
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Designing factor models for different types of stock : what's good for the goose ain't always good for the gander
Jones, Robert C.
- In:
Financial analysts' journal : FAJ
46
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1990
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2
,
pp. 25-30
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The value line stock rankings and the option model implied standard deviations
Tezel, Ahmet
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The journal of financial research
11
(
1988
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3
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pp. 215-225
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A time series analysis of aggregate business failure activity and credit conditions
Melicher, Ronald W.
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Journal of economics & business
40
(
1988
)
4
,
pp. 319-333
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Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G.
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
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8
Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng
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1996
Persistent link: https://www.econbiz.de/10000931475
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Information demand and stock return predictability
Chronopoulos, Dimitris K.
;
Papadimitriou, Fotios I.
; …
- In:
Journal of international money and finance
80
(
2018
),
pp. 59-74
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Equity valuation based on a random process modelling of earnings and equity growth
Dube, Frederick
;
Barnard, Brian
- In:
Expert journal of economics
7
(
2019
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1
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pp. 1-31
regarding rating accuracy and rating
theory
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