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U.K. STOCK RETURNS: PREDICTABILITY AND BUSINESS CONDITIONS · Study

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ArticleU.K. STOCK RETURNS: PREDICTABILITY AND BUSINESS CONDITIONS

Angela J. Black1995

Article1995

U.K. STOCK RETURNS: PREDICTABILITY AND BUSINESS CONDITIONS

Angela J. Black · Patricia M. Fraser

49 citations·0/0 files stored·Manchester School

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1986Generalized autoregressive conditional heteroskedasticity 1965The Behavior of Stock-Market Prices 1991Efficient Capital Markets: II 1992ARCH modeling in finance 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?1989Business conditions and expected returns on stocks and bonds 1988Dividend yields and expected stock returns 1988Stock Prices, Earnings, and Expected Dividends

Cited by

2010The Unconventional Dynamics of Economic and Financial Aggregates 2010Time-shift asymmetric correlation analysis of global stock markets 2005Market efficiency today 2001Prediction in ARMA Models with GARCH in Mean Effects 2006Capital market efficiency and the predictability of daily returns 2008DAILY VARIATION AND PREDICTING STOCK MARKET RETURNS FOR THE FRANKFURTER BÖRSE (STOCK MARKET)

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1995Chapter 5 Theory and empirical testing of asset pricing modelschapter · 12 shared references 19969 Predictable components in stock returnschapter · 12 shared references 1995Chapter 17 On the predictability of common stock returns: World-wide evidencechapter · 10 shared references 2000Stock prices and domestic and international macroeconomic activity: a cointegration approacharticle · 9 shared references 1992Stock return variation and expected dividendsarticle · 8 shared references 2004There is a Risk-Return Tradeoff after Allpreprint · 8 shared references

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Year1995

Typearticle

Published1995-09-01

VenueManchester School

ISSN-L0025-2034

Languageen

Citations49

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1467-9957.1995.tb01450.x

openalex_workW2105469597

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2000

Stock returns and economic activity: the UK case

2005Daily Variation, Capital Market Efficiency and Predicting Stock Market Returns