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ArticleInformation Demand and Stock Return Predictability

Dimitris K. Chronopoulos2015

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Articlegreen2015

Information Demand and Stock Return Predictability

Dimitris K. Chronopoulos · Fotios I. Papadimitriou · Nikolaos Vlastakis

49 citations·0/0 files stored·Journal of International Money and Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Stock Market Forecasting Methods

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy

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Year2015

Typearticle

Published2015-01-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations49

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jimonfin.2017.10.001

openalex_workW1562996097

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2019Information demand and cryptocurrency market activity

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