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There are 28792 results for: content related to: Predictability of Stock Returns: Robustness and Economic Significance

  1. 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

  2. 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

  3. Economic factors and the stock market: a new perspective

    Journal of Forecasting

    Volume 18, Issue 3, May 1999, Pages: 151–166, Min Qi and G. S. Maddala

    Article first published online : 20 MAY 1999, DOI: 10.1002/(SICI)1099-131X(199905)18:3<151::AID-FOR716>3.0.CO;2-V

  4. Model uncertainty, thick modelling and the predictability of stock returns

    Journal of Forecasting

    Volume 24, Issue 4, July 2005, Pages: 233–254, Marco Aiolfi and Carlo A. Favero

    Article first published online : 28 JUN 2005, DOI: 10.1002/for.958

  5. Predicting Stock Market Returns with Aggregate Discretionary Accruals

    Journal of Accounting Research

    Volume 48, Issue 4, September 2010, Pages: 815–858, QIANG KANG, QIAO LIU and RONG QI

    Article first published online : 31 MAR 2010, DOI: 10.1111/j.1475-679X.2010.00379.x

  6. Dynamic Relations between Stock Returns and Exchange Rate Changes

    European Financial Management

    Volume 20, Issue 1, January 2014, Pages: 71–106, A. Can Inci and Bong Soo Lee

    Article first published online : 13 JUL 2011, DOI: 10.1111/j.1468-036X.2011.00621.x

  7. An integrated biogeochemical and economic analysis of bioenergy crops in the Midwestern United States

    GCB Bioenergy

    Volume 2, Issue 5, October 2010, Pages: 217–234, ATUL K. JAIN, MADHU KHANNA, MATTHEW ERICKSON and HAIXIAO HUANG

    Article first published online : 13 MAY 2010, DOI: 10.1111/j.1757-1707.2010.01041.x

  8. An Examination of Dynamic Trading Stategies in UK and US Stock Returns

    Journal of Business Finance & Accounting

    Volume 38, Issue 9-10, November/December 2011, Pages: 1290–1310, Jonathan Fletcher

    Article first published online : 29 SEP 2011, DOI: 10.1111/j.1468-5957.2011.02257.x

  9. A Predictive Probabilistic Estimate for Selecting Subsets of Regressor Variables

    Annals of the New York Academy of Sciences

    Volume 491, Issue 1, April 1987, Pages: 233–244, V. L. BRAILOVSKY

    Article first published online : 16 DEC 2006, DOI: 10.1111/j.1749-6632.1987.tb30058.x

  10. EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH-M APPROACH

    Journal of Financial Research

    Volume 19, Issue 3, Fall 1996, Pages: 443–457, Allan D. Brunner and David P. Simon

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00224.x

  11. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  12. Regression Analysis: Theory and Estimation

    Chapter

    Encyclopedia of Financial Models

    Sergio M. Focardi and Frank J. Fabozzi

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0059

  13. 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

  14. Risk-Based Cost Modelling of Oral Rabies Vaccine Interventions for Raccoon Rabies

    Zoonoses and Public Health

    Volume 56, Issue 1, February 2009, Pages: 16–23, S. Recuenco, M. Eidson, B. Cherry and G. Johnson

    Article first published online : 2 SEP 2008, DOI: 10.1111/j.1863-2378.2008.01168.x

  15. A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 705–740, Cheng Hsiao, H. Steve Ching and Shui Ki Wan

    Article first published online : 4 JAN 2011, DOI: 10.1002/jae.1230

  16. Economic and statistical measures of forecast accuracy

    Journal of Forecasting

    Volume 19, Issue 7, December 2000, Pages: 537–560, Clive W. J. Granger and M. Hashem Pesaran

    Article first published online : 11 DEC 2000, DOI: 10.1002/1099-131X(200012)19:7<537::AID-FOR769>3.0.CO;2-G

  17. 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

  18. Default priors and predictive performance in Bayesian model averaging, with application to growth determinants

    Journal of Applied Econometrics

    Volume 26, Issue 1, January/February 2011, Pages: 30–55, Theo S. Eicher, Chris Papageorgiou and Adrian E. Raftery

    Article first published online : 11 AUG 2009, DOI: 10.1002/jae.1112

  19. 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

  20. Common Factors in the Performance of European Corporate Bonds – Evidence before and after the Financial Crisis

    European Financial Management

    Volume 21, Issue 2, March 2015, Pages: 265–308, Wolfgang Aussenegg, Lukas Goetz and Ranko Jelic

    Article first published online : 11 MAR 2015, DOI: 10.1111/eufm.12009