Can Managers Forecast Aggregate Market Returns?
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2005.00752.x/fullpdf
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2. The equity share in new issues and aggregate stock returns;Baker;Journal of Finance,2000
3. Implementing statistical criteria to select return forecasting models: What do we learn?;Bossaerts;Review of Financial Studies,1999
4. Is the abnormal return following equity issuances anomalous?;Brav;Journal of Financial Economics,2000
5. Myth or reality? The long-run underperformance of initial public offerings: Evidence from venture and nonventure capital-backed companies;Brav;Journal of Finance,1997
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