Weak-Form and Semi-Strong-Form Stock Return Predictability Revisited

Management Science ◽

10.1287/mnsc.1050.0396 ◽

2005 ◽

Vol 51 (10) ◽

pp. 1582-1592 ◽

Author(s):

Wayne E. Ferson ◽

Andrea Heuson ◽

Tie Su

Keyword(s):

Stock Return ◽

Weak Form ◽

Return Predictability ◽

Strong Form ◽

Stock Return Predictability

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Weak and Semi-Strong Form Stock Return Predictability Revisited

10.3386/w11021 ◽

2005 ◽

Author(s):

Wayne Ferson ◽

Andrea Heuson ◽

Tie Su

Keyword(s):

Stock Return ◽

Return Predictability ◽

Strong Form ◽

Stock Return Predictability

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Weak and Semi-Strong Form Stock Return Predictability, Revisited

10.3386/w10689 ◽

2004 ◽

Author(s):

Wayne Ferson ◽

Andrea Heuson ◽

Tie Su

Keyword(s):

Stock Return ◽

Return Predictability ◽

Strong Form ◽

Stock Return Predictability

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The Economic Significance of Some Simple Models of Time Series Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.151790 ◽

1999 ◽

Author(s):

Ben NMI1 Jacobsen

Keyword(s):

Time Series ◽

Stock Return ◽

Return Predictability ◽

Stock Return Predictability ◽

Economic Significance ◽

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Real Assets Investor Sentiment and International Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.2564071 ◽

2015 ◽

Author(s):

Nikos C. Papapostolou ◽

Panos K. Pouliasis ◽

Nikos K. Nomikos ◽

Ioannis Kyriakou

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Return Predictability ◽

Stock Return Predictability ◽

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Offshore Sales Networks and Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.3455426 ◽

2019 ◽

Author(s):

John (Jianqiu) Bai ◽

Priya Garg ◽

Chi Wan

Keyword(s):

Stock Return ◽

Return Predictability ◽

Stock Return Predictability

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Employee Sentiment and Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.3640661 ◽

2020 ◽

Author(s):

Efthymia Symitsi ◽

Panagiotis Stamolampros

Keyword(s):

Stock Return ◽

Return Predictability ◽

Stock Return Predictability

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China Markets and Global Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.3683475 ◽

2020 ◽

Author(s):

Yulong Sun

Keyword(s):

Stock Return ◽

Return Predictability ◽

Stock Return Predictability ◽

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International Stock Return Predictability: Statistical Evidence and Economic Significance

SSRN Electronic Journal ◽

10.2139/ssrn.949700 ◽

2006 ◽

Author(s):

Pierre Giot ◽

Mikael Petitjean

Keyword(s):

Stock Return ◽

Return Predictability ◽

Statistical Evidence ◽

Stock Return Predictability ◽

Economic Significance

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US Stock return predictability with high dimensional models

Finance Research Letters ◽

10.1016/j.frl.2021.102194 ◽

2021 ◽

pp. 102194

Author(s):

Afees A. Salisu ◽

Jean Paul Tchankam

Keyword(s):

Stock Return ◽

Return Predictability ◽

High Dimensional ◽

Stock Return Predictability ◽

Dimensional Models

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Simple tests for stock return predictability with good size and power properties

Journal of Econometrics ◽

10.1016/j.jeconom.2021.01.004 ◽

2021 ◽

Author(s):

David I. Harvey ◽

Stephen J. Leybourne ◽

A.M. Robert Taylor

Keyword(s):

Stock Return ◽

Return Predictability ◽

Stock Return Predictability ◽

Power Properties

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