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There are 40205 results for: content related to: Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

  1. CAN DIVIDEND YIELDS OUT-PREDICT UK STOCK RETURNS WITHOUT SHORT RATES?

    The Manchester School

    Volume 79, Issue 6, December 2011, Pages: 1179–1196, JYH-LIN WU, YU-HAU HU and CHINGNUN LEE

    Article first published online : 6 APR 2011, DOI: 10.1111/j.1467-9957.2010.02218.x

  2. Excess stock returns and news: evidence from European markets

    European Financial Management

    Volume 4, Issue 1, March 1998, Pages: 29–46, Dimitrios Malliaropulos

    Article first published online : 16 DEC 2002, DOI: 10.1111/1468-036X.00052

  3. Earnings and Expected Returns

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1563–1587, Owen Lamont

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00065

  4. Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 531–564, Xiaoquan Jiang and Bong Soo Lee

    Article first published online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00339.x

  5. Measuring International Economic Linkages with Stock Market Data

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1743–1763, JOHN AMMER and JIANPING MEI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05224.x

  6. Consumption, Aggregate Wealth, and Expected Stock Returns

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 815–849, Martin Lettau and Sydney Ludvigson

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00347

  7. COSKEWNESS, DIVIDEND YIELD AND CAPITAL ASSET PRICING

    Journal of Financial Research

    Volume 7, Issue 3, Fall 1984, Pages: 231–241, Thomas J. Cook and Michael S. Rozeff

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1984.tb00373.x

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    Presidential Address: Discount Rates

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1047–1108, JOHN H. COCHRANE

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01671.x

  9. Real Estate for the Long Term: The Effect of Return Predictability on Long-Horizon Allocations

    Real Estate Economics

    Volume 37, Issue 1, Spring 2009, Pages: 117–153, Gregory H. MacKinnon and Ashraf Al Zaman

    Article first published online : 19 FEB 2009, DOI: 10.1111/j.1540-6229.2009.00237.x

  10. Stock Return Predictability and The Role of Monetary Policy

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1951–1972, ALEX D. PATELIS

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02747.x

  11. Forecasting stock returns an examination of stock market trading in the presence of transaction costs

    Journal of Forecasting

    Volume 13, Issue 4, August 1994, Pages: 335–367, M. Hashem Pesaran and Allan Timmermann

    Article first published online : 6 NOV 2006, DOI: 10.1002/for.3980130402

  12. International Stock Return Predictability: What Is the Role of the United States?

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1633–1662, DAVID E. RAPACH, JACK K. STRAUSS and GUOFU ZHOU

    Article first published online : 16 JUL 2013, DOI: 10.1111/jofi.12041

  13. A Dividend Payment Effect in Stock Returns

    Financial Review

    Volume 29, Issue 3, August 1994, Pages: 345–369, Joseph P. Ogden

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1994.tb00401.x

  14. Investing for the Long Run when Returns Are Predictable

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 225–264, Nicholas Barberis

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00205

  15. Relative Excess Returns

    Journal of Business Finance & Accounting

    Volume 25, Issue 7-8, September/October 1998, Pages: 869–892, Eric J. Levin and Robert E. Wright

    Article first published online : 3 MAR 2003, DOI: 10.1111/1468-5957.00217

  16. THE ECONOMIC EXPOSURE OF U.S. MULTINATIONAL FIRMS

    Journal of Financial Research

    Volume 20, Issue 2, Summer 1997, Pages: 191–210, Edward H. Chow, Wayne Y. Lee and Michael E. Solt

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1997.tb00244.x

  17. MODELS OF STOCK MARKET PREDICTABILITY

    Journal of Financial Research

    Volume 27, Issue 4, December 2004, Pages: 449–459, Burton G. Malkiel

    Article first published online : 19 OCT 2004, DOI: 10.1111/j.1475-6803.2004.00102.x

  18. Technological Growth and Asset Pricing

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1265–1292, NICOLAE GÂRLEANU, STAVROS PANAGEAS and JIANFENG YU

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01747.x

  19. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  20. The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns

    European Financial Management

    Volume 8, Issue 4, December 2002, Pages: 421–447, Dilip K. Patro, John K. Wald and Yangru Wu

    Article first published online : 10 FEB 2003, DOI: 10.1111/1468-036X.00198