Pages that link to "Item:Q5964757"

The following pages link to A reexamination of stock return predictability (Q5964757):

Displaying 31 items.

• How much stock return predictability can we expect from an asset pricing model? (Q988662) (← links)
• Stock return predictability despite low autocorrelation (Q991357) (← links)
• A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
• Measuring excess-predictability of asset returns and market efficiency over time (Q1714092) (← links)
• A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
• Stock prices-inflation puzzle and the predictability of stock market returns (Q1929032) (← links)
• Why is it so difficult to uncover the risk-return tradeoff in stock returns? (Q1929385) (← links)
• Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
• Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
• Volatility regressions with fat tails (Q2227065) (← links)
• Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
• A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX (Q2292748) (← links)
• Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
• Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
• A new robust inference for predictive quantile regression (Q2697984) (← links)
• Stability Testing of Stock Returns Connections (Q3133368) (← links)
• Testing for Predictability in Financial Returns Using Statistical Learning Procedures (Q3192399) (← links)
• The “Fed Model” and the Predictability of Stock Returns* (Q4554084) (← links)
• Short term prediction of extreme returns based on the recurrence interval analysis (Q4554428) (← links)
• Equilibrium Predictability, Term Structure of Equity Premia, and Other Return Characteristics (Q4554723) (← links)
• Tug-of-War: Time-Varying Predictability of Stock Returns and Dividend Growth* (Q4554756) (← links)
• Prediction of Stock Returns: A New Way to Look at It (Q4661691) (← links)
• A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081) (← links)
• PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (Q4684469) (← links)
• Stock-specific sentiment and return predictability (Q5139250) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• On the Economic Significance of Stock Return Predictability (Q6108967) (← links)
• Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
• Unified Tests for a Dynamic Predictive Regression (Q6617788) (← links)
• New robust inference for predictive regressions (Q6667297) (← links)