Is stock return predictability time-varying?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference43 articles.
1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Markets,2002
2. Policy risks, technological risks and stock returns: New evidence from the US stock market;Apergis;Econ. Model.,2015
3. Can volume predict Bitcoin returns and volatility? A quantiles-based approach;Balcilar;Econ. Modelling,2017
4. Stock return predictability and determinants of predictability and profits;Bannigidadmath;Emerging Markets Rev.,2016
5. Time-varying rare disaster risk and stock returns;Berkman;J. Financ. Econ.,2011
Cited by 105 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Migration fears and housing affordability in France, Germany, the UK and the USA and the mediating role of interest rate;International Journal of Housing Markets and Analysis;2024-08-22
2. Informed Trading and Return Predictability in China: Research Based on Ensemble Neural Network;Emerging Markets Finance and Trade;2024-07-31
3. Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model;International Review of Economics & Finance;2024-07
4. Estimating Long-Term Expected Returns;Financial Analysts Journal;2024-06-13
5. Is there a time-varying nexus between stock market liquidity and informational efficiency? – A cross-regional evidence;Studies in Economics and Finance;2024-05-23
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3