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Short-term predictability of equity returns along two style dimensions · Study

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ArticleShort-term predictability of equity returns along two style dimensions

Andrei Shynkevich2012

Article2012

Short-term predictability of equity returns along two style dimensions

Andrei Shynkevich

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

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1993Common risk factors in the returns on stocks and bonds 1994Contrarian Investment, Extrapolation, and Risk 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1995Size and Book-to-Market Factors in Earnings and Returns 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?2005The Value Premium 2005A Test for Superior Predictive Ability

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2021Information asymmetry and the profitability of technical analysis

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Year2012

Typearticle

Published2012-08-07

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations15

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2012.07.003

openalex_workW2019519962

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