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Pockets of Predictability · Study

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ArticlePockets of Predictability

Leland E. Farmer2018

OA

Articlebronze2018

Pockets of Predictability

Leland E. Farmer · Lawrence Schmidt · Allan Timmermann

134 citations·0/0 files stored·The Journal of Finance

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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 — 134 citations exist upstream.

References

2006Investor Sentiment and the Cross‐Section of Stock Returns 1998Investor Psychology and Security Market Under‐ and Overreactions 1995Comparing Predictive Accuracy 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction

Cited by

2018Forecasting Methods in Finance 2019Sentiment spillover effects for US and European companies 2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 2020Break Risk 2023Stock return predictability and cyclical movements in valuation ratios 2021Late to Recessions: Stocks and the Business Cycle 2020Testing for episodic predictability in stock returns 2020Volatility Measurement with Pockets of Extreme Return Persistence

Details

Year2018

Typearticle

Published2018-01-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations134

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1111/jofi.13229

openalex_workW4362589500

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