Data snooping in equity premium prediction

Author:

Dichtl Hubert,Drobetz Wolfgang,Neuhierl Andreas,Wendt Viktoria-Sophie

Publisher

Elsevier BV

Subject

Business and International Management

Reference87 articles.

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3. Bätje, F., & Menkhoff, L. (2016). Predicting the Equity Premium via its Components, Working paper.

4. Bianchi, D., & McAlinn, K. (2018). Large-Scale Dynamic Predictive Regressions, Working Paper.

5. Market statistics and technical analysis: The role of volume;Blume;The Journal of Finance,1994

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