SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Jackknifing stock return predictions · Study

ArticleShelves

ArticleJackknifing stock return predictions

Benjamin Chiquoine2009

OA

Articlegreen2009

Jackknifing stock return predictions

Benjamin Chiquoine · Erik Hjalmarsson

34 citations·0/0 files stored·Journal of Empirical Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Forecasting Techniques and Applications Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 34 citations exist upstream.

References

2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?1988Stock Prices, Earnings, and Expected Dividends 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1999Predictive regressions 2006Stock Return Predictability: Is it There?2004Predicting returns with financial ratios 2006Efficient tests of stock return predictability☆

Cited by

2012Strategic Implications for (Non-Equity) Alliance Performance 2011If the Supplier's Human Capital Walks Away, Where Would the Customer Go?2015Social Media Use and Job Performance

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCEarticle · 17 shared references 2007Predictive Systems: Living with Imperfect Predictorspreprint · 16 shared references 2010Predictability of Returns and Cash Flowsreport · 16 shared references 2021Biases in long-horizon predictive regressionsarticle · 16 shared references 2019Long-Horizon Predictability: A Cautionary Talearticle · 16 shared references 2014Robust Econometric Inference for Stock Return Predictabilityarticle · 15 shared references

Details

Year2009

Typearticle

Published2009-07-22

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jempfin.2009.07.003

openalex_workW1963606230

Links

Imported from OpenAlex (CC0) — nothing here is generated.