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Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
16 references·7 citing·42 second hop
Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? (2001)Can the Forecasts Generated from E/P Rati…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical…Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Production-Based Asset Pricin…When Are Contrarian Profits Due to Stock Market Overreaction? (1990)When Are Contrarian Profits D…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Time-Variation in Expected Returns (1988)Time-Variation in Expected Re…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Beating the Foreign Exchange Market (1986)Beating the Foreign Exchange …Stock Returns and the Term Structure (1985)Stock Returns and the Term St…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Principles of Corporate Finance. (1981)Principles of Corporate Finan…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Information and Competitive Price Systems (1976)Information and Competitive P…RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)RANDOM WALKS AND TECHNICAL TH…State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam (2020)State Ownership and Risk-Taki…Review on behavioral economics and behavioral finance (2020)Review on behavioral economic…Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections (2018)Big Data, Computational Scien…Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test (2012)Prospect Performance Evaluati…On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares (2006)On Testing the Equality of th…Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? (2005)Is technical analysis profita…On the estimation of cost of capital and its reliability (2004)On the estimation of cost of …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Asset Prices in an Exchange Economy (1978)Dividend yields and expected stock returns (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Predictability of Stock Returns: Robustness and Economic Significance (1995)Organization Capital and the Cross‐Section of Expected Returns (2013)Choosing factors (2018)An Intertemporal Capital Asset Pricing Model (1973)A Theory of the Term Structure of Interest Rates (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Expected stock returns and volatility (1987)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Transmission of Volatility between Stock Markets (1990)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)The Use of Knowledge in Society (1996)The Adaptive Markets Hypothesis (2004)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Do Industries Explain Momentum? (1999)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Continuous Auctions and Insider Trading (1985)The impact of institutional trading on stock prices (1992)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Exponential smoothing: The state of the art (1985)Using daily stock returns (1985)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)The theory and practice of corporate finance: evidence from the field (2001)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 1981Principles of Corporate Finance.3,634 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1991Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations1,125 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 1976Information and Competitive Price Systems921 cited
  • 1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach472 cited
  • 1988Time-Variation in Expected Returns465 cited
  • 1986Beating the Foreign Exchange Market450 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE369 cited
  • Cited by

    • 2004On the estimation of cost of capital and its reliability58 cited
    • 2006On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares47 cited
    • 2012Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test46 cited
    • 2005Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient?41 cited
    • 2020State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam30 cited
    • 2020Review on behavioral economics and behavioral finance25 cited
    • 2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections14 cited