:01 to 2011:12. We find evidence that the predictability of Iranian stock market is at high level. The results shows that the …

predictability using commonly used financial ratios, namely, the book-to-market, dividend yield and price-earnings ratio. We find … strong evidence of predictability. Using this evidence of predictability, we forecast sectoral stock returns for each of the …

cell-phone calls can be used to investigate the predictability of communication partners’ patterns, because these three are … have apparent predictability in partners’ patterns, and moreover, the short message users’ sequences have the highest … predictability among the three. We also reveal that people with fewer communication partners have higher predictability. Finally, we …

suggested in the previous literature on investor sentiment, and that the stock return predictability of disagreement is driven … predictability of disagreement through in-sample and out-of-sample analyses. In addition, the profitability of our suggested trading …

data, we find that the contrarian flows forecast market returns at short-to-intermediate horizons. The predictability stems … information about the market risk premium. Moreover, the predictability is stronger for growth stocks than for value stocks, and …