Stock return forecasting: Some new evidenceDinh Hoang Bach Phan, Susan Sunila Sharma, Paresh Kumar Narayan2015-05-25articleInternational Review of Financial Analysis217 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesMarket Dynamics and VolatilityStock Market Forecasting MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 217 citations exist upstream.References1992The Cross-Section of Expected Stock Returns1981The relationship between return and market value of common stocks1994Comparing Predictive Accuracy1986Economic Forces and the Stock Market1995Comparing Predictive Accuracy2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction1989Business conditions and expected returns on stocks and bonds1983Oil and the Macroeconomy since World War IICited by2018Can economic policy uncertainty predict stock returns? Global evidence2020Constructing a Global Fear Index for the COVID-19 Pandemic2020COVID-19 and the Oil Price – Stock Market Nexus: Evidence From Net Oil-Importing Countries2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach2019The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach2015Time-varying effect of oil market shocks on the stock market2021Historical geopolitical risk and the behaviour of stock returns in advanced economies2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model