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Predicting stock returns☆ · Study

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ArticlePredicting stock returns☆

Doron Avramov2006

OA

Articlegreen2006

Predicting stock returns☆

Doron Avramov · Tarun Chordia

169 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 169 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1952PORTFOLIO SELECTION*1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1989Business conditions and expected returns on stocks and bonds 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks

Cited by

2010Bayesian Portfolio Analysis 2009Predicting the Brazilian stock market through neural networks and adaptive exponential smoothing methods 2010Is Regime Switching in Stock Returns Important in Portfolio Decisions?2011SOCIALLY RESPONSIBLE INVESTING IN THE GLOBAL MARKET: THE PERFORMANCE OF US AND EUROPEAN FUNDS 2014Liquidity and Return Relationships in an Emerging Market 2020Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance 2013The cross section of conditional mutual fund performance in European stock markets 2013Style and performance of international socially responsible funds in Europe

Details

Year2006

Typearticle

Published2006-09-19

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations169

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jfineco.2005.07.014

openalex_workW3124978299

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