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New technical indicators and stock returns predictability
16 references·10 citing·40 second hop
New technical indicators and stock returns predictability (2020)New technical indicators and stock return…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting the Equity Risk P…Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Out-of-Sample Equity Premium …A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)A Generalized Approach to Por…The Dog That Did Not Bark: A Defense of Return Predictability (2007)The Dog That Did Not Bark: A …Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Predicting returns with financial ratios (2004)Predicting returns with finan…Bad Beta, Good Beta (2004)Bad Beta, Good BetaAn Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Predictive regressions (1999)Predictive regressionsData‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…An Anatomy of Trading Strategies (1998)An Anatomy of Trading Strateg…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Dividend yields and expected stock returns (1988)Dividend yields and expected …Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative (2022)Time-varying spillover effect…Prediction of stock price direction using the LASSO-LSTM model combines technical indicators and financial sentiment analysis (2022)Prediction of stock price dir…Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions (2022)Dynamic Black Litterman portf…Deep learning in the Chinese stock market: The role of technical indicators (2022)Deep learning in the Chinese …A sentiment-enhanced hybrid model for crude oil price forecasting (2022)A sentiment-enhanced hybrid m…Some new efficient mean–variance portfolio selection models (2021)Some new efficient mean–varia…Predicting stock returns: A risk measurement perspective (2021)Predicting stock returns: A r…Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions (2021)Jump volatility spillover net…Introspecting predictability of market fear in Indian context during COVID-19 pandemic: An integrated approach of applied predictive modelling and explainable AI (2021)Introspecting predictability …A Hybrid Method Based on Extreme Learning Machine and Wavelet Transform Denoising for Stock Prediction (2021)A Hybrid Method Based on Extr…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)The General Theory of Employment, Interest and Money. 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(1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Presidential Address: Discount Rates (2011)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Common risk factors in the returns on stocks and bonds (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Manager sentiment and stock returns (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Industry Concentration and Average Stock Returns (2003)Consumption Strikes Back? Measuring Long‐Run Risk (2008)Macroeconomic Forecasting Using Diffusion Indexes (2002)Policy Uncertainty and Corporate Investment (2015)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Expected Stock Returns and Variance Risk Premia (2009)The short of it: Investor sentiment and anomalies (2011)
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References

  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
  • 1999Predictive regressions1,614 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited
  • 2004Bad Beta, Good Beta1,167 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
  • 2009A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms1,040 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2004Predicting returns with financial ratios1,002 cited
  • 2014

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Forecasting the Equity Risk Premium: The Role of Technical Indicators
1,001 cited
  • 1998An Anatomy of Trading Strategies858 cited
  • Cited by

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    • 2022Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions55 cited
    • 2021Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions53 cited
    • 2021Predicting stock returns: A risk measurement perspective50 cited
    • 2021A Hybrid Method Based on Extreme Learning Machine and Wavelet Transform Denoising for Stock Prediction45 cited
    • 2021Some new efficient mean–variance portfolio selection models43 cited
    • 2021Introspecting predictability of market fear in Indian context during COVID-19 pandemic: An integrated approach of applied predictive modelling and explainable AI39 cited
    • 2022Deep learning in the Chinese stock market: The role of technical indicators38 cited
    • 2022Prediction of stock price direction using the LASSO-LSTM model combines technical indicators and financial sentiment analysis32 cited