Classify

An experimental classification web service

Powered by the Classify Web Service.

Search Results

Search Criteria: FAST heading = Rate of return--Forecasting
Displaying 1 to 25 of 41
Title & Author Format Holdings Editions From To
Conditioning variables and the cross-section of stock returns by Ferson, Wayne E.
DDC/LCC
  142 15 1999 2010
Covariance risk, mispricing, and the cross section of security returns by Daniel, Kent, 1958-
DDC/LCC
  136 17 2000 2011
Modeling and forecasting realized volatility by Andersen, Torben G. (Torben Gustav)
DDC/LCC
  135 15 2001 2008
Predictable stock returns in the United States and Japan : a study of long-term capital market integration by Campbell, John Y.
DDC/LCC
  110 22 1989 2010
A variance decomposition for stock returns by Campbell, John Y.
DDC/LCC
  103 16 1990 2000
Efficient prediction of excess returns by Faust, Jon
DDC/LCC
  98 11 2008 2010
The predictability of returns with regime shifts in consumption and dividend growth by Ghosh, Anisha
DDC/LCC
  94 9 2010 2010
The bias of the RSR estimator and the accuracy of some alternatives by Goetzmann, William N.
DDC/LCC
  94 11 2001 2010
Predictive regressions : a present-value approach by Binsbergen, Jules H. van
DDC/LCC
  93 10 2010 2013
Dissecting characteristics nonparametrically by Freyberger, Joachim,
LCC
  92 8 2017 2018
Predictability of returns and cash flows by Koijen, Ralph S. J.
DDC/LCC
  91 8 2010 2010
Monetary policy and asset valuation by Bianchi, Francesco, 1980-
LCC
  90 16 2016 2018
Forecasting stock market returns : the sum of the parts is more than the whole by Ferreira, Miguel A.
DDC/LCC
  89 12 2008 2010
Monetary policy and the stock market : time-series evidence by Neuhierl, Andreas,
LCC
  78 10 2016 2017
Price of long-run temperature shifts in capital markets by Bansal, Ravi
LCC
  78 9 2016 2016
Predicting Relative Returns by Haddad, Valentin,
LCC
  75 6 2017 2017
Monetary momentum by Neuhierl, Andreas,
LCC
  65 7 2017 2018
The cross-section of risk and return by Daniel, Kent, 1958-
LCC
  63 6 2017 2019
Post-FOMC Announcement Drift in U.S. Bond Markets by Brooks, Jordan
LCC
  62 5 2018 2018
Dynamics of Subjective Risk Premia by Nagel, Stefan, 1973-
LCC
  54 6 2022 2022
Testing the ex ante relationship between asset and investment returns in Japan : an application of the P-CAPM to the Japanese asset returns by Baba, Naohiko
DDC/LCC
  30 8 2000 2000
Is the PEAD anomaly due to market underreaction or risk factors : a global perspective : a thesis presented by Lin, Zhilu
LCC
  25 2 2013 2013
A recursive modelling approach to predicting UK stock returns by Pesaran, M. Hashem, 1946-
DDC/LCC
  23 9 1996 2000
Principal Portfolios by Kelly, Bryan (Bryan T.)
LCC
  18 5 2020 2020
Market timing and return prediction under model instability by Pesaran, M. Hashem
DDC/LCC
  12 3 2002 2002
Displaying 1 to 25 of 41
.