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Return Prediction and Stock Selection from Unidentified Historical Data

Sonsino, Doron - 2018

The experimental approach is applied to explore the value of unidentified historical information in stock-return prediction. Return sequences were randomly drawn cross section and time from historical S&P500 data. Subjects were requested to predict returns or select stocks from 12 preceding...

Persistent link: https://www.econbiz.de/10012940698

Can the forecasts generated from E/P ratio and bond yield be used to beat stock markets?

Wong, Wing Keung; Chew, Boon-Kiat; Sikorski, Douglas J. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 59-86

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Further evidence on the returns to technical trading rules : insights from fourteen currencies

Dockery, Everton; Todorov, Ivan - In: Journal of multinational financial management 69 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014440162

Is idiosyncratic asymmetry priced in commodity futures?

Han, Yufeng; Mo, Xuan; Su, Zhi; Zhu, Yifeng - In: The journal of financial research : the journal of the … 46 (2023) 3, pp. 875-898

Persistent link: https://www.econbiz.de/10014375454

Can technical indicators predict the Chinese equity risk premium?

Sun, Mingwei; Glabadanidis, Paskalis - In: International review of finance : the official journal … 22 (2022) 1, pp. 114-142

Persistent link: https://www.econbiz.de/10013162422

Data snooping bias in tests of the relative performance of multiple forecasting models

Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012820405

Potential gains from predicting the timing of stock market persistence and mean reversion

Hsieh, Heng-Hsing - In: Investment management and financial innovations 10 (2013) 3, pp. 55-67

Persistent link: https://www.econbiz.de/10010201509

The effectiveness of technical trading for Arab stocks

Dbouk, Wassim; Jamali, Ibrahim; Soufani, Khaled - In: Emerging markets finance & trade : a journal of the … 50 (2014) 4, pp. 5-25

Persistent link: https://www.econbiz.de/10010485294

Predictability of the simple technical trading rules : an out-of-sample test

Fang, Jiali; Jacobsen, Ben; Qin, Yafeng - In: Review of financial economics : RFE 23 (2014) 1, pp. 30-45

Persistent link: https://www.econbiz.de/10010442638

The real-life performance of market timing with moving average and time-series momentum rules

Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278

Persistent link: https://www.econbiz.de/10010476240