Pages that link to "Item:Q4683081"
From MaRDI portal
The following pages link to A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081):
Displaying 6 items.
- Stock return predictability despite low autocorrelation (Q991357) (← links)
- A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX (Q2292748) (← links)
- Do industries contain predictive information for the Fama–French factors? (Q2869991) (← links)
- Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities (Q4554257) (← links)
- Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets (Q4687606) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)