Search Results - subject:"predictability"

Industry return predictability using health policy uncertainty

Pham, Thach; Bannigidadmath, Deepa; Powell, Robert - In: Financial innovation : FIN 11 (2025), pp. 1-42

ongoing coronavirus pandemic. The out-of-sample tests corroborate the evidence for the in-sample predictability. Furthermore …. These results complement the existing literature on industry return predictability and have potential implications for asset …

Persistent link: https://www.econbiz.de/10015557913

Fiscal imbalances and asset returns : cross-sector fluctuations under the aggregate budget constraint

Gao, Junxiong; Plazzi, Alberto; Valkanov, Rossen I.; Yan, Xu - 2025

Persistent link: https://www.econbiz.de/10015549730

Predicting the equity premium around the globe : comprehensive evidence from a large sample

Hollstein, Fabian; Prokopczuk, Marcel; Tharann, Björn; … - In: International journal of forecasting 41 (2025) 1, pp. 208-228

Persistent link: https://www.econbiz.de/10015440300

Equity duration and predictability

Golez, Benjamin; Koudijs, Peter - In: Journal of financial economics 172 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015571192

Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data

Mekelburg, Erik; Strauss, Jack - In: Journal of empirical finance 79 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015179520

Demand disagreement

Heyerdahl-Larsen, Christian; Illeditsch, Philipp - In: Journal of financial economics 175 (2026), pp. 1-16

Persistent link: https://www.econbiz.de/10015573684

Can we (still) predict future earnings? : the case of China and Indonesia

Sulistiawan, Dedhy; Rudiawarni, Felizia Arni; Sudibyo, … - In: Montenegrin journal of economics 22 (2026) 1, pp. 103-111

Persistent link: https://www.econbiz.de/10015614134

Hard to process: Atypical firms and the cross-section of expected stock returns

Weibels, Sebastian - 2026

Theories of limited attention predict that investors rely on typical patterns to navigate high-dimensional firm characteristics, making atypical firms hard to process. To quantify this difficulty, we propose a data-driven measure of firm atypicality using an autoencoder (ATYP). The model learns...

Persistent link: https://www.econbiz.de/10015608838

In-sample and out-of-sample predictability of cryptocurrency returns

Park, Kyungjin; Lee, Ho Jin - In: East Asian economic review 27 (2023) 3, pp. 213-242

Persistent link: https://www.econbiz.de/10015182930

Hard to process : atypical firms and the cross-section of expected stock returns

Weibels, Sebastian - 2026 - Current version: January 2026

Persistent link: https://www.econbiz.de/10015605627