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Message in a bottle: Forecasting wine prices
16 references·0 citing·43 second hop
Message in a bottle: Forecasting wine prices (2024)Message in a bottle: Forecasting wine pri…The Time Variation in Risk Appetite and Uncertainty (2021)The Time Variation in Risk Ap…Policy News and Stock Market Volatility (2019)Policy News and Stock Market …Stock Market Liquidity and the Business Cycle (2011)Stock Market Liquidity and th…Macro Factors in Bond Risk Premia (2009)Macro Factors in Bond Risk Pr…Predicting the Quality and Prices of Bordeaux Wine (2008)Predicting the Quality and Pr…Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyLiquidity Risk and Expected Stock Returns (2001)Liquidity Risk and Expected S…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA HEDONIC PRICE FUNCTION FOR AUSTRALIAN PREMIUM TABLE WINE* (1994)A HEDONIC PRICE FUNCTION FOR …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Commodity Futures Prices: Som…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)A five-factor asset pricing model (2014)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)The Determinants of Stock and Bond Return Comovements (2010)Time-varying short-horizon predictability☆ (2010)Expectations of Returns and Expected Returns (2014)A Treatise on Money (1971)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward and spot exchange rates (1984)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)What do we learn from the price of crude oil futures? (2010)Financialization of Commodity Markets (2013)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Market stress and herding (2004)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Machine learning techniques and data for stock market forecasting: A literature review (2022)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Determining the Number of Factors in Approximate Factor Models (2002)Common Risk Factors in Currency Markets (2011)Pricing the term structure with linear regressions (2013)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Applications of deep learning in stock market prediction: Recent progress (2021)Machine learning in the Chinese stock market (2021)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,825 cited
  • 2002Comparing Predictive Accuracy1,745 cited
  • 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage1,047 cited
  • 2009Macro Factors in Bond Risk Premia1,043 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 2001Liquidity Risk and Expected Stock Returns738 cited
  • 2021The Time Variation in Risk Appetite and Uncertainty476 cited
  • 2011Stock Market Liquidity and the Business Cycle420 cited
  • 2019Policy News and Stock Market Volatility316 cited
  • 1994A HEDONIC PRICE FUNCTION FOR AUSTRALIAN PREMIUM TABLE WINE*301 cited
  • 2008Predicting the Quality and Prices of Bordeaux Wine

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