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ArticleNew technical indicators and stock returns predictability

Zhifeng Dai2020

Article2020

New technical indicators and stock returns predictability

Zhifeng Dai · Huan Tao Zhu · Jie Kang

77 citations·0/0 files stored·International Review of Economics & Finance

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

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References

2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1988Dividend yields and expected stock returns 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2006Approximately normal tests for equal predictive accuracy in nested models 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 1999Predictive regressions 2007The Dog That Did Not Bark: A Defense of Return Predictability

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Year2020

Typearticle

Published2020-09-09

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations77

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/j.iref.2020.09.006

openalex_workW3083811368

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