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ArticleStock return predictability from a mixed model perspective

Zhifeng Dai2020

Article2020

Stock return predictability from a mixed model perspective

Zhifeng Dai · Huan Tao Zhu

54 citations·0/0 files stored·Pacific-Basin Finance 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 1989Business conditions and expected returns on stocks and bonds 1988Dividend yields and expected stock returns 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?1977Asset returns and inflation 2006Approximately normal tests for equal predictive accuracy in nested models 1985Stock Returns and the Term Structure 2001Consumption, Aggregate Wealth, and Expected Stock Returns

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2021Some new efficient mean–variance portfolio selection models 2021Sentiment indices and stock returns: Evidence from China 2023Financial stress and returns predictability: Fresh evidence from China 2021Forecasting stock market volatility: Can the risk aversion measure exert an important role?

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Year2020

Typearticle

Published2020-01-21

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations54

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.pacfin.2020.101267

openalex_workW3000802531

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