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Forecasting Stock Returns in Good and Bad Times: The Role of Market States · Study

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PreprintForecasting Stock Returns in Good and Bad Times: The Role of Market States

Dashan Huang2012

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Preprintgreen2012

Forecasting Stock Returns in Good and Bad Times: The Role of Market States

Dashan Huang · Fuwei Jiang · Jun Tu · Guofu Zhou

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

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Financial Markets and Investment Strategies Forecasting Techniques and Applications Stock Market Forecasting Methods

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References

2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1988Permanent and Temporary Components of Stock Prices 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?1988Stock Prices, Earnings and Expected Dividends 2006Approximately normal tests for equal predictive accuracy in nested models 2011Presidential Address: Discount Rates 1991The Variation of Economic Risk Premiums 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

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2020Time-frequency forecast of the equity premium

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2188989

openalex_workW2736137436

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