Forecasting stock market returns: The sum of the parts is more than the whole-Reference-Cited by-同舟云学术

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Forecasting stock market returns: The sum of the parts is more than the whole

Published:2011-06 Issue:3 Volume:100 Page:514-537
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Ferreira Miguel A.,Santa-Clara Pedro

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference56 articles.

1. Stock return predictability: Is it there?;Ang;Review of Financial Studies,2007

2. What risk premium is normal?;Arnott;Financial Analysts Journal,2002

3. Ashley, R., 2006. Beyond optimal forecasting. Unpublished working paper, Virginia Polytechnic Institute and State University.

4. The equity share in new issues and aggregate stock returns;Baker;Journal of Finance,2000

5. Predictive regressions: a present-value approach;Binsbergen;Journal of Finance,2010

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