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Conditional variance forecasts for long-term stock returns
Mammen, Enno, (2019)
Machine learning for forecasting excess stock returns : the five-year-view : a preprint
Kyriakou, Ioannis, (2019)
Conditional variance forecasts for long-term stock returns : a preprint
Do industries explain monumentum?
Moskowitz, Tobias J., (1999)
What do we really know about the cross-sectional relation between past and expected returns?
Grinblatt, Mark, (2002)
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?
Grinblatt, Mark, (2014)