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Sentiment and uncertainty
Birru, Justin, (2020)
Does international oil volatility have directional predictability for stock returns? : evidence from BRICS countries based on cross-quantilogram analysis
Zhou, Zhongbao, (2019)
Forecasting cross-section of stock returns with realised moments
Fičura, Milan, (2019)
Return predictability and market-timing : a one-month model
Hull, Blair, (2019)
Return Predictability and Market-Timing : A One-Month Model
A Practitioner's Defense of Return Predictability