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ArticlePredicting stock returns: A regime-switching combination approach and economic links

Xiaoneng Zhu2013

Article2013

Predicting stock returns: A regime-switching combination approach and economic links

Xiaoneng Zhu · Jie Jiang Zhu

137 citations·0/0 files stored·Journal of Banking & Finance

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

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References

1973An Intertemporal Capital Asset Pricing Model 2009The Impact of Uncertainty Shocks 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1989Business conditions and expected returns on stocks and bonds 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2006Approximately normal tests for equal predictive accuracy in nested models 2006Rare Disasters and Asset Markets in the Twentieth Century*

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Year2013

Typearticle

Published2013-07-18

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations137

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2013.07.016

openalex_workW2003636010

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2020

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2020Which uncertainty is powerful to forecast crude oil market volatility? New evidence

2018Intraday momentum and stock return predictability: Evidence from China