Forecasting the Equity Risk Premium: The Role of Technical IndicatorsChristopher J. Neely, David E. Rapach, Jun Tu, Guofu Zhou2011-01-01preprintSSRN Electronic Journal189 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesForecasting Techniques and ApplicationsStock Market Forecasting MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 189 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1997On Persistence in Mutual Fund Performance1936The General Theory of Employment, Interest and Money.1996Multifactor Explanations of Asset Pricing Anomalies1990Noise Trader Risk in Financial Markets1936The General Theory of Employment, Interest and Money, by John Maynard Keynes2006Investor Sentiment and the Cross‐Section of Stock Returns1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market BehaviorCited by2013Predicting stock returns: A regime-switching combination approach and economic links2022Forecasting Bitcoin Price Direction With Random Forests: How Important Are Interest Rates, Inflation, and Market Volatility?2019Combining wavelet decomposition with machine learning to forecast gold returns2023Dissecting climate change risk and financial market instability: Implications for ecological risk management2021Investor attention and cryptocurrency: Evidence from the Bitcoin market2012Can US economic variables predict the Chinese stock market?2018Factor Based Commodity Investing2014Regime Shifts and Stock Return Predictability