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Are Industry Stock Returns Predictable?

  • Published:1998-09 Issue:5 Volume:54 Page:42-57
  • ISSN:0015-198X
  • Container-title:Financial Analysts Journal
  • language:en
  • Short-container-title:Financial Analysts Journal

Author:

Beller Kenneth R.1,Kling John L.2,Levinson Michael J.3

Affiliation:

1. Kenneth R. Beller is an assistant professor at Washington State University at Tri-Cities.

2. John L. Kling holds the Gary P. Brinson Chair in Investment Management at Washington State University at Pullman.

3. Michael J. Levinson is a senior consultant with BARRA, Inc.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Cited by 30 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. The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis;Annals of Operations Research;2023-07-24

2. Time-Series Predictability for Sector Investing;Financial Analysts Journal;2023-05-18

3. Size, Value Effects and the Explanatory Power of Pricing Models: Evidence From BSE Listed Indian Industries;Scientific Papers of the University of Pardubice, Series D: Faculty of Economics and Administration;2022-11-22

4. Gold, platinum, and industry stock returns;International Review of Economics & Finance;2021-09

5. Forecasting sector stock market returns;Journal of Asset Management;2021-05-04
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