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Predicting the direction of US stock markets using industry returns · Study

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ArticlePredicting the direction of US stock markets using industry returns

Harri Pönkä2016

OA

Articlegreen2016

Predicting the direction of US stock markets using industry returns

19 citations·0/0 files stored·Empirical Economics

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1987Expected stock returns and volatility 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1989Business conditions and expected returns on stocks and bonds 1966Mutual Fund Performance 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?1994The Sharpe Ratio 1999Do Industries Explain Momentum?

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Year2016

Typearticle

Published2016-06-06

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations19

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/s00181-016-1098-0

openalex_workW269340460

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