SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States
16 references·1 citing·46 second hop
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States (2008)Real‐Time Forecasting and Political Stock…Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections (2007)Partisan Impacts on the Econo…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Model uncertainty, thick modelling and the predictability of stock returns (2005)Model uncertainty, thick mode…Macro variables and international stock return predictability (2004)Macro variables and internati…The Presidential Puzzle: Political Cycles and the Stock Market (2003)The Presidential Puzzle: Poli…Stock return predictability and model uncertainty (2002)Stock return predictability a…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…A Recursive Modelling Approach to Predicting UK Stock Returns (2000)A Recursive Modelling Approac…Predictability of Stock Returns: Robustness and Economic Significance (1995)Predictability of Stock Retur…A Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…Financial Investment Opportunities and the Macroeconomy (1991)Financial Investment Opportun…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Testing for market timing ability (1987)Testing for market timing abi…The Market Prefers Republicans: Myth or Reality (1980)The Market Prefers Republican…Mutual Fund Performance (1966)Mutual Fund PerformanceDoes partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ (2017)Does partisan conflict predic…Specification Tests in Econometrics (1978)Forecasting tourism demand: A review of empirical research (1995)Introductory Econometrics for Finance (2008)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Stock market volatility around national elections (2008)Precarious Politics and Return Volatility (2011)The Econometrics of Financial Markets (2012)Economic policy uncertainty: A literature review (2019)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Conditioning Variables and the Cross Section of Stock Returns (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)Comparing Predictive Accuracy (1994)Macroeconomic Forecasting Using Diffusion Indexes (2002)A Test for Superior Predictive Ability (2005)Large Bayesian vector auto regressions (2009)Volatility forecast comparison using imperfect volatility proxies (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Oil prices and the stock prices of alternative energy companies (2007)Asymptotic Inference about Predictive Ability (1996)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Time-varying short-horizon predictability☆ (2010)Predictive regressions with time-varying coefficients (2012)Forecasting Stock Returns (2013)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Presidential Address: Discount Rates (2011)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
this work references cited by second hop

References

  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 1995Predictability of Stock Returns: Robustness and Economic Significance1,034 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 1991Financial Investment Opportunities and the Macroeconomy844 cited
  • 2002Stock return predictability and model uncertainty636 cited
  • 2003The Presidential Puzzle: Political Cycles and the Stock Market597 cited
  • 2004Macro variables and international stock return predictability351 cited
  • 2007Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections290 cited
  • 2000A Recursive Modelling Approach to Predicting UK Stock Returns251 cited
  • 1987Testing for market timing ability234 cited
  • 1980The Market Prefers Republicans: Myth or Reality120 cited
  • 2005

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

Model uncertainty, thick modelling and the predictability of stock returns
111 cited

Cited by

  • 2017Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆57 cited