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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
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Model uncertainty, thick modelling and the predictability of stock returns
Aiolfi, Marco; Favero, Carlo A. - 2003
Persistent link: https://www.econbiz.de/10001778766
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Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability
Lettau, Martin; Nieuwerburgh, Stijn van - 2005
Persistent link: https://www.econbiz.de/10003226085
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Consumption, aggregate wealth and expected stock returns
Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10013422875
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Estimating the intertemporal risk-return tradeoff using the implied cost of capital
Pástor, Ľuboš; Sinha, Meenakshi; Swaminathan, Bhaskaran - 2006
Persistent link: https://www.econbiz.de/10003284767
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Term structure of risk in expected returns
Zviadadze, Irina - 2018
Persistent link: https://www.econbiz.de/10012113064
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Evaporating liquidity
Nagel, Stefan - 2012
Persistent link: https://www.econbiz.de/10009502427
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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto; Jorion, Philippe - 1988
Persistent link: https://www.econbiz.de/10000747131
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Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000676438
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Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy; Vassalou, Maria - 1999
Persistent link: https://www.econbiz.de/10001406203