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tay's as good as cay

Brennan, Michael J.; Xia, Yihong - In: Finance research letters 2 (2005) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10002685412

tay's as good as cay: reply

Lettau, Martin; Ludvigson, Sydney C. - In: Finance research letters 2 (2005) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10002685533

Expected returns and risk in the stock market

Brennan, Michael J.; Taylor, Alex P. - In: Journal of empirical finance 72 (2023), pp. 276-300

Persistent link: https://www.econbiz.de/10014476857

Extracting narrative data via large language models for loan default prediction : when talk isn’t cheap

Xia, Yufei; Shi, Zhengxu; Du, Xiaoying; Zheng, Qiong - In: Applied economics letters 32 (2025) 4, pp. 481-486

Persistent link: https://www.econbiz.de/10015327353

The role of uncertainty index in forecasting volatility of Bitcoin : fresh evidence from GARCH-MIDAS approach

Xia, Yufei; Sang, Chong; He, Lingyun; Wang, Ziyao - In: Finance research letters 52 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472258

Predicting the Market Using Information from Equity Portfolio Returns

Taylor, Alex P. - 2011

In this paper we provide new evidence on the predictability of aggregate stock market returns, and new time series of the expected excess returns on common stocks. We extract aggregate discount rate news from equity portfolio returns and use this information to construct estimates of expected...

Persistent link: https://www.econbiz.de/10013128466