A formula for the economic value of return predictability

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.19, Iss.1, 2013-01, pp. : 37-53

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Short-horizon return predictability and oil prices

By Casassus Jaime Higuera Freddy

Quantitative Finance, Vol. 12, Iss. 12, 2012-12 ,pp. : 1909-1934

Routledge Ltd

Access to resources Recommend Favorite

Is economic value added more associated with stock return than accounting earnings? The UK evidence

By Ismail Ahmad

International Journal of Managerial Finance, Vol. 2, Iss. 4, 2006-10 ,pp. : 343-353

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

SHORT‐TERM RETURN PREDICTABILITY AND REPETITIVE INSTITUTIONAL NET ORDER ACTIVITY

The Journal Of Financial Research, Vol. 40, Iss. 4, 2017-12 ,pp. : 455-477

John Wiley & Sons Inc

Access to resources Recommend Favorite

The Social and Economic Value of Insurance

Geneva Association Reports, Vol. 4, Iss. 1, 2014-09 ,pp. : 165-204

GSE Research

Access to resources Recommend Favorite

On the statistical and economic performance of stock return predictive regression models: an international perspective

By Giot Pierre Petitjean Mikael

Quantitative Finance, Vol. 11, Iss. 2, 2011-02 ,pp. : 175-193

Routledge Ltd

Access to resources Recommend Favorite