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Search Criteria: FAST heading = Rate of return--Forecasting--Econometric models
Displaying 1 to 25 of 56
Title & Author Format Holdings Editions From To
Predictive systems : living with imperfect predictors by Pástor, Luboš
DDC/LCC
  200 28 2007 2008
Institutional investors and equity prices by Gompers, Paul A. (Paul Alan)
DDC/LCC
  154 15 1998 2009
Maximizing predictability in the stock and bond markets by Lo, Andrew W. (Andrew Wen-Chuan)
DDC/LCC
  154 19 1901 2010
The portfolio flows of international investors, I by Froot, Kenneth
DDC/LCC
  141 19 1998 2008
Asset pricing with distorted beliefs : are equity returns too good to be true? by Cecchetti, Stephen G. (Stephen Giovanni)
DDC/LCC
  139 16 1997 2008
Where is the market going? : uncertain facts and novel theories by Cochrane, John H. (John Howland), 1957-
DDC/LCC
  132 17 1997 2008
Expectation puzzles, time-varying risk premia, and dynamic models of the term structure by Dai, Qiang
DDC/LCC
  131 15 2001 2008
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing by Ferson, Wayne E.
DDC/LCC
  129 15 1996 2010
Breadth of ownership and stock returns by Chen, Joseph, 1986-
DDC/LCC
  129 14 2001 2009
Bond risk premia by Cochrane, John H. (John Howland), 1957-
DDC/LCC
  129 12 2002 2010
What drives firm-level stock returns? by Vuolteenaho, Tuomo
DDC/LCC
  128 15 2001 2010
Educational inequality by Azuma, Yoshiaki
DDC/LCC
  128 13 2001 2001
Stock return predictability : is it there? by Ang, Andrew
DDC/LCC
  126 16 2001 2011
Efficient tests of stock return predictability by Campbell, John Y.
DDC/LCC
  122 13 2002 2009
CAViaR : conditional value at risk by quantile regression by Engle, R. F. (Robert F.)
DDC/LCC
  115 11 1999 1999
What moves the stock and bond markets? : a variance decomposition for long-term asset returns by Campbell, John Y.
DDC/LCC
  105 16 1991 2008
Do risk premia explain it all? : evidence from the term structure by Evans, Martin D. D.
DDC/LCC
  104 17 1990 2002
Measuring the persistence of expected returns by Campbell, John Y.
DDC/LCC
  96 10 1990 2010
Predictable stock returns : reality or statistical illusion? by Nelson, Charles R.
DDC/LCC
  95 12 1990 2010
Momentum crashes by Daniel, Kent, 1958-
LCC
  84 11 2013 2016
Predictive ability of asymmetric volatility models at medium-term horizons by Kışınbay, Turgut
DDC/LCC
  83 10 2003 2006
Estimating the risk-return trade-off with overlapping data inference by Hedegaard, Esben
LCC
  81 7 2014 2014
Shrinking the cross section by Kozak, Serhiy
LCC
  81 9 2017 2018
Fundamentally, momentum is fundamental momentum by Novy-Marx, Robert
LCC
  79 6 2015 2015
How can a q-theoretic model price momentum? by Novy-Marx, Robert
LCC
  78 6 2015 2015
Displaying 1 to 25 of 56
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