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Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
16 references·0 citing·44 second hop
Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market (2013)Sticky prices or economically-linked econ…International Stock Return Predictability: What Is the Role of the United States? (2013)International Stock Return Pr…Does the choice of estimator matter when forecasting returns? (2012)Does the choice of estimator …A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA (2011)A PANEL DATA APPROACH FOR PRO…Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Out-of-Sample Equity Premium …Economic Links and Predictable Returns (2008)Economic Links and Predictabl…Competitive position, managerial ties, and profitability of foreign firms in China: an interactive perspective (2008)Competitive position, manager…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Persistence in forecasting performance and conditional combination strategies (2005)Persistence in forecasting pe…What Determines Chinese Stock Returns? (2004)What Determines Chinese Stock…Predicting returns with financial ratios (2004)Predicting returns with finan…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…EXPORT STRATEGIES AND PERFORMANCE OF FIRMS FROM EMERGING ECONOMIES: EVIDENCE FROM BRAZIL, CHILE, AND MEXICO. (2000)EXPORT STRATEGIES AND PERFORM…Predictive regressions (1999)Predictive regressionsTests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Portfolio Performance Manipulation and Manipulation-proof Performance MeasuresPortfolio Performance Manipul…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)Rank Correlation Methods. (1957)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Pooling of forecasts (2004)Time-Varying Risk Premiums and the Output Gap (2008)Short interest and aggregate stock returns (2016)Competitive Strategy: Techniques for Analyzing Industries and Competitors (1980)Self-Reports in Organizational Research: Problems and Prospects (1986)The Competitive Advantage of Nations (1991)Multinationality and Firm Performance: The Moderating Role of R&D and Marketing Capabilities (2002)Managerial social capital, strategic orientation, and organizational performance in an emerging economy (2007)The determinants of export performance: A review of the research in the literature between 1998 and 2005 (2008)The Combination of Forecasts (1969)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)The Limits of Arbitrage (1995)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Dissecting Characteristics Nonparametrically (2019)Bond Risk Premiums with Machine Learning (2020)Can ChatGPT forecast stock price movements? Return predictability and large language models (2026)Asset returns and inflation (1977)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Efficient tests of stock return predictability☆ (2006)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Stock Returns and the Term Structure (1985)Expected Stock Returns and Variance Risk Premia (2009)The short of it: Investor sentiment and anomalies (2011)Manager sentiment and stock returns (2018)Policy Uncertainty and Corporate Investment (2015)
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References

  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
  • 1999Predictive regressions1,614 cited
  • 2008Economic Links and Predictable Returns1,411 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2004Predicting returns with financial ratios1,002 cited
  • 1998Tests for Forecast Encompassing786 cited
  • 2000EXPORT STRATEGIES AND PERFORMANCE OF FIRMS FROM EMERGING ECONOMIES: EVIDENCE FROM BRAZIL, CHILE, AND MEXICO.766 cited
  • 2013International Stock Return Predictability: What Is the Role of the United States?702 cited
  • n.d.Portfolio Performance Manipulation and Manipulation-proof Performance Measures644 cited
  • 2004What Determines Chinese Stock Returns?446 cited
  • 2005Persistence in forecasting performance and conditional combination strategies351 cited
  • 2011A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA350 cited
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Competitive position, managerial ties, and profitability of foreign firms in China: an interactive perspective
308 cited
  • 2012Does the choice of estimator matter when forecasting returns?265 cited
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