Similar Search Results

Predictive regression : an improved augmented regression method

Kim, Jae H. - In: Journal of empirical finance 26 (2014), pp. 13-25

Persistent link: https://www.econbiz.de/10010472013

Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data

Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879

Persistent link: https://www.econbiz.de/10009492527

ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia

Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Paramsothy - In: Economic modelling 29 (2012) 3, pp. 535-543

Persistent link: https://www.econbiz.de/10009544884

Market sentiment and the Fama-French factor premia

Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132

Persistent link: https://www.econbiz.de/10011435995

Will precious metals shine? : a market efficiency perspective

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 41 (2015), pp. 284-291

Persistent link: https://www.econbiz.de/10011508971

International stock return predictability : evidence from new statistical tests

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113

Persistent link: https://www.econbiz.de/10011878164

Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International economics : a journal published by CEPII … 151 (2017), pp. 100-112

Persistent link: https://www.econbiz.de/10011793836

International Stock Return Predictability : Evidence from New Statistical Tests

Charles, Amélie - 2015

We investigate whether stock returns of international markets are predictable from a range of fundamentals including key financial ratios (dividend-price ratio, dividend-yield, earnings-price ratio, dividend-payout ratio), technical indicators (price pressure, change in volume), and short-term...

Persistent link: https://www.econbiz.de/10013025410

Can energy prices predict stock returns? : an extreme bounds analysis

Kim, Jae H.; Rahman, Md Lutfur; Shamsuddin, Abul - In: Energy economics 81 (2019), pp. 822-834

Persistent link: https://www.econbiz.de/10012172994

A bootstrap test for predictability of asset returns

Kim, Jae H.; Shamsuddin, Abul - In: Finance research letters 35 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012438374