THE PREDICTABILITY OF STOCK RETURNS - A NONPARAMETRIC APPROACH

被引：0
|
作者：
CHUNG, YP [1 ]
ZHOU, ZG [1 ]
机构：
[1] UNIV CALIF RIVERSIDE,A GARY ANDERSON GRAD SCH MANAGEMENT,RIVERSIDE,CA 92521
来源：
JOURNAL OF FINANCE | 1995年 / 50卷 / 03期
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：963 / 963
页数：1
相关论文
共 50 条
  • [21] Predictability of Extreme Returns in the Turkish Stock Market
    Ali, Syed Riaz Mahmood
    Ahmed, Shaker
    Hasan, Mohammad Nurul
    Ostermark, Ralf
    EMERGING MARKETS FINANCE AND TRADE, 2021, 57 (02) : 482 - 494
  • [22] UK STOCK RETURNS - PREDICTABILITY AND BUSINESS CONDITIONS
    BLACK, A
    FRASER, P
    MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES, 1995, 63 : 85 - 102
  • [23] Comparative Analyses of Stock Returns Properties and Predictability
    Joseph, Anthony
    Turner, Claude
    Jeremiah, Rolston
    COMPLEX ADAPTIVE SYSTEMS, 2016, 95 : 272 - 280
  • [24] Improving the predictability of stock returns with Bitcoin prices
    Salisu, Afees A.
    Isah, Kazeem
    Akanni, Lateef O.
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 48 : 857 - 867
  • [25] Stock Market Predictability and Industrial Metal Returns
    Jacobsen, Ben
    Marshall, Ben R.
    Visaltanachoti, Nuttawat
    MANAGEMENT SCIENCE, 2019, 65 (07) : 3026 - 3042
  • [26] New technical indicators and stock returns predictability
    Dai, Zhifeng
    Zhu, Huan
    Kang, Jie
    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 71 : 127 - 142
  • [27] Local predictability of stock returns and cash flows
    Yu, Deshui
    Chen, Li
    JOURNAL OF EMPIRICAL FINANCE, 2024, 77
  • [28] Private information of the Fed and predictability of stock returns
    Tas, Bedri Kamil Onur
    APPLIED ECONOMICS, 2011, 43 (19) : 2381 - 2398
  • [29] INTERNATIONAL EVIDENCE FOR THE PREDICTABILITY OF BOND AND STOCK RETURNS
    CLARE, AD
    THOMAS, SH
    ECONOMICS LETTERS, 1992, 40 (01) : 105 - 112
  • [30] Testing for Predictability in Conditionally Heteroskedastic Stock Returns
    Westerlund, Joakim
    Narayan, Paresh
    JOURNAL OF FINANCIAL ECONOMETRICS, 2015, 13 (02) : 342 - 375
12345