Keywords: پیش بینی پذیری بازگشت; Financial ratios; Forecasting; Return predictability; Stationarity-correction; Statistical powerC32; G12; G14
مقالات ISI پیش بینی پذیری بازگشت (ترجمه نشده)
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Keywords: پیش بینی پذیری بازگشت; G12; G14; G17; Investor sentiment; Disagreement; Return predictability;
Keywords: پیش بینی پذیری بازگشت; G11; G14Technical analysis; Market efficiency; Out-of-sample tests; Return predictability
Keywords: پیش بینی پذیری بازگشت; G10; G11; G12; G14; M41Return reversals; Liquidity provision; Inventory risks; Return predictability
Keywords: پیش بینی پذیری بازگشت; G11; G12; G14; G15; Stock returns; Economic value; European business cycles; Return predictability;
Keywords: پیش بینی پذیری بازگشت; E13; E32; G12; G14Asset pricing; Intangible capital; Return predictability; SEOs
Keywords: پیش بینی پذیری بازگشت; Investor sentiment; Return predictability; Internet posting messages; Text classification; Volatility; Trading volume; G10; G14;
Keywords: پیش بینی پذیری بازگشت; D81; D83; G11; E21Ambiguity aversion; Model uncertainty; Learning; Portfolio choice; Robustness; Return predictability; Model misspecification
Keywords: پیش بینی پذیری بازگشت; G12; G14; Return predictability; Default premium; Term premium; Duration; Credit spreads; Liquidity;
Keywords: پیش بینی پذیری بازگشت; C22; C52; C53; G12; G17; Return predictability; Output gap; Out-of-sample forecasts; Size; Value;
Keywords: پیش بینی پذیری بازگشت; Return predictability; Quantile regression; Copula; Portfolio selection;
Keywords: پیش بینی پذیری بازگشت; G11; Return predictability; Portfolio choice; Ambiguity; Learning; Robust control;
Keywords: پیش بینی پذیری بازگشت; G12; G14; Return predictability; Dispersion; Overconfidence; Investor sentiment; Valuation ratios; Business cycle;
Keywords: پیش بینی پذیری بازگشت; Momentum; Performance persistence; Government bonds; International investments; Return predictability; Factor investing; Sovereign bonds; Value; Credit risk; Volatility; G12; G14; G15;
Keywords: پیش بینی پذیری بازگشت; Wage rigidity; Return predictability; Operating leverage
Keywords: پیش بینی پذیری بازگشت; G11; G12; G14Momentum; Stock market anomalies; Performance persistence; Investor learning; Emerging markets; Poland; Market efficiency; Return predictability
Keywords: پیش بینی پذیری بازگشت; G10; G12Credit default swaps; CDS-bond basis; Basis arbitrage; Corporate bonds; Financial crisis; Limits of arbitrage; Return predictability; Price convergence
Keywords: پیش بینی پذیری بازگشت; F23; F36; G10; G30Normality; Return predictability; Leverage effect; Volatility clustering; Efficiency; Emerging markets
Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets
Keywords: پیش بینی پذیری بازگشت; Idiosyncratic tail risk; Extreme value theory; Idiosyncratic volatility; Return predictability; G12;
Paper profits or real money? Trading costs and stock market anomalies in country ETFs
Keywords: پیش بینی پذیری بازگشت; G12; G15; Trading costs; Exchange traded funds; Country equity indices; Quantitative strategies; International investment; Return predictability; Equity anomalies; Cross-section of returns;
Overreaction and the cross-section of returns: International evidence
Keywords: پیش بینی پذیری بازگشت; F30; G02; G10; G11; G12; Return predictability; Overreaction; Long-term reversals; Market efficiency; Cross-section of returns; International asset pricing;
Risk and return: Long-run relations, fractional cointegration, and return predictability
Keywords: پیش بینی پذیری بازگشت; C22; C32; C51; C52; G12; G14High-frequency data; Realized and options implied volatilities; Volatility risk premium; Long-memory and fractional cointegration; Return predictability
Can US economic variables predict the Chinese stock market?
Keywords: پیش بینی پذیری بازگشت; C22; C53; F3; G12; G17Chinese stock market; Return predictability; International investment
Style investing, comovement and return predictability
Keywords: پیش بینی پذیری بازگشت; G10; G11; G12; G14; G19; D03Style investing; Momentum; Return predictability; Comovement; Behavioral finance
Legislating stock prices
Keywords: پیش بینی پذیری بازگشت; G10; G14; G18Legislator incentives; Voting; Return predictability; Lobbying
Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency
Keywords: پیش بینی پذیری بازگشت; G17; G14; C58Time-series momentum; Return predictability; Data snooping bias; Market efficiency
Inventory investment and the cost of capital
Keywords: پیش بینی پذیری بازگشت; Inventory investment; Return predictability; Real investmentsE32; E44; G31
The asset growth effect: Insights from international equity markets
Keywords: پیش بینی پذیری بازگشت; G12; G14; G15Asset growth; International equity markets; Return predictability; Optimal investment effect; q-Theory
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
Keywords: پیش بینی پذیری بازگشت; C32; G11; G12Intertemporal portfolio choice; Return predictability; VAR model; Small-sample bias; Utility calculations; Out-of-sample evaluation
Global, local, and contagious investor sentiment
Keywords: پیش بینی پذیری بازگشت; G11; G12; G14; G15; G17; Sentiment; Return predictability;
Are corporate bond market returns predictable?
Keywords: پیش بینی پذیری بازگشت; G12; G14; G17; Return predictability; Generalized spectrum; Autocorrelation; Causality; Nonlinearity; Bond pricing; Market efficiency;
U.S. industry-level returns and oil prices
Keywords: پیش بینی پذیری بازگشت; G11; G14; G17; Industry-level returns; Market efficiency; Oil prices; Return predictability; Underreaction;
Complicated firms
Keywords: پیش بینی پذیری بازگشت; G10; G11; G14; Complicated processing; Return predictability; Standalone; Conglomerate; Market frictions;
Systematic risk and the cross section of hedge fund returns
Keywords: پیش بینی پذیری بازگشت; G10; G11; C13Hedge funds; Systematic risk; Residual risk; Return predictability
Measuring investor sentiment with mutual fund flows
Keywords: پیش بینی پذیری بازگشت; G11; G12; G14; Mutual funds; Flows; Investor sentiment; Return predictability; Stocks;
Bond risk, bond return volatility, and the term structure of interest rates
Keywords: پیش بینی پذیری بازگشت; Bond risk; Stock-bond correlation; Bond beta; Return predictability; Term structure of interest rates; Inflation; Inflation risk;
When does investor sentiment predict stock returns?
Keywords: پیش بینی پذیری بازگشت; E32; G11; G12; G14Investor sentiment; Return predictability; Multivariate Markov-switching model; Bootstrap
Global industry portfolios and short-term predictability of returns: Is it there?
Keywords: پیش بینی پذیری بازگشت; Return predictability; Trading rule; Nonsynchronicity; Data snooping; G17; G14; C58;
Can broker-dealer client surveys provide signals for debt investing?
Keywords: پیش بینی پذیری بازگشت; G12; G14; G24; Debt markets; Return predictability; Client survey;
Information in short selling: Comparing Nasdaq and the NYSE
Keywords: پیش بینی پذیری بازگشت; G20Short selling; NYSE; Nasdaq; Trade sizes; Return predictability
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Keywords: پیش بینی پذیری بازگشت; G12; G13; C51; C52; Stochastic volatility risk premium; Model-free implied volatility; Model-free realized volatility; Black-Scholes; GMM estimation; Return predictability;
Stock market trading activity and returns around milestones
Keywords: پیش بینی پذیری بازگشت; G11; G12Trading volume; Milestone effect; Return predictability; Asset pricing anomaly
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?
Keywords: پیش بینی پذیری بازگشت; Inflation expectations; Money illusion; Proxy hypothesis; Return predictability; G10; G12; E44;
Asset growth and stock returns: Evidence from Asian financial markets
Keywords: پیش بینی پذیری بازگشت; G12; G14; G15Asset growth; Asian financial markets; Return predictability; Market efficiency
Do hedge funds' exposures to risk factors predict their future returns?
Keywords: پیش بینی پذیری بازگشت; G10; G11; C13Hedge funds; Return predictability; Risk factors
The Other January Effect: Evidence against market efficiency?
Keywords: پیش بینی پذیری بازگشت; G10; G11; G12; G14; Other January Effect; January barometer; Seasonality; Return predictability; Quantitative investment;
Liquidity and market efficiency: A large sample study
Keywords: پیش بینی پذیری بازگشت; G10; G14; Liquidity; Information; Return predictability; Market efficiency; NYSE;
Liquidity and market efficiency: Analysis of NASDAQ firms
Keywords: پیش بینی پذیری بازگشت; G10; G14; Liquidity; Return predictability; Market efficiency; NASDAQ;
An advanced perspective on the predictability in hedge fund returns
Keywords: پیش بینی پذیری بازگشت; C14; C53; G12; Return predictability; Non-parametric estimation; Meta hedge fund indices; In-sample break point model; Risk factors;
Habit formation, surplus consumption and return predictability: International evidence
Keywords: پیش بینی پذیری بازگشت; E21; G12; G15; Habit formation; Campbell-Cochrane model; Surplus consumption ratio; GMM estimation; Pricing errors; Return predictability;