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Predictability of Equity Returns over Different Time Horizons: A Nonparametric Approach · Study

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PreprintPredictability of Equity Returns over Different Time Horizons: A Nonparametric Approach

Qingqing Chen2016

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Preprintgreen2016

Predictability of Equity Returns over Different Time Horizons: A Nonparametric Approach

Qingqing Chen · Yongmiao Hong

23 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1989Business conditions and expected returns on stocks and bonds 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Dividend yields and expected stock returns 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

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2013Robustify Financial Time Series Forecasting with Bagging 2022Stock return prediction: Stacking a variety of models

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Details

Year2016

Typepreprint

Published2016-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.3390982

openalex_workW2188156563

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