Uncertainty and the predictability of stock returns-Reference-Cited by-同舟云学术

Uncertainty and the predictability of stock returns

Published:2021-10-29 Issue: Volume: Page:
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Cai Wensheng¹,Pan Zhiyuan²^ORCID,Wang Yudong³^ORCID

Affiliation:

1. Newcastle University Business School Newcastle upon Tyne UK

2. Institute of Chinese Financial Studies, Collaborative Innovation Center of Financial Security Southwestern University of Finance and Economics Chengdu China

3. School of Economics and Management Nanjing University of Science and Technology Nanjing China

Funder

National Natural Science Foundation of China

National Office for Philosophy and Social Sciences

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2832

Reference64 articles.

1. The distribution of realized stock return volatility

2. Stock Return Predictability: Is it There?

3. Arellano C. Bai Y. &Kehoe P.(2010).Financial markets and fluctuations in uncertainty.Federal Reserve Bank of Minneapolis Working Paper.

4. A Lottery-Demand-Based Explanation of the Beta Anomaly

5. Volatility, the Macroeconomy, and Asset Prices

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