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The Texas index of leading economic indicators : a revision and further evaluation

Phillips, Keith R. - In: Economic review (1990), pp. 17-25

Persistent link: https://www.econbiz.de/10001085639

Building a regional forecasting model utilizing long-term relationships and short-term indicators

Phillips, Keith R.; Chang, Chih-ping - 1995

Persistent link: https://www.econbiz.de/10000921759

An evaluation of real-time forecasting performance across 10 western US States

Phillips, Keith R.; Lopez, Joaquin - In: Journal of economic and social measurement 34 (2009) 2/3, pp. 119-132

Persistent link: https://www.econbiz.de/10003942001

Snapshot : Texas Employment Forecast Adjusted Higher

Phillips, Keith R. - 2017

Persistent link: https://www.econbiz.de/10012952572

Disagreement in economic forecasts and equity returns : risk or mispricing?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: China finance review international 13 (2023) 3, pp. 309-341

Persistent link: https://www.econbiz.de/10014362710

Systematic risk and the cross section of hedge fund returns

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009666668

Elusive return predictability : discussion

Brown, Stephen J. - In: International journal of forecasting 24 (2008) 1, pp. 19-21

Persistent link: https://www.econbiz.de/10003661158

Is economic uncertainty priced in the cross-section of stock returns?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: Journal of financial economics 126 (2017) 3, pp. 471-489

Persistent link: https://www.econbiz.de/10011818201

Disagreement in Economic Forecasts and Equity Returns : Risk or Mispricing?

Bali, Turan G. - 2020

We quantify disagreement about the economy with ex-ante measures of divergence of opinion among economic forecasters and investigate if economic disagreement has a significant impact on the cross-sectional pricing of individual stocks. We find a significant disagreement premium of 7.2% per...

Persistent link: https://www.econbiz.de/10012856755

Upside potential of hedge funds as a predictor of future performance

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of banking & finance 98 (2019), pp. 212-229

Persistent link: https://www.econbiz.de/10012162272