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Trading volume and the predictability of return and volatility in the cryptocurr
1 个回复 - 338 次查看【作者(必填)】 88 【文题(必填)】 Trading volume and the predictability of return and volatility in the cryptocurrency market【年份(必填)】 88 【全文链接或数据库名称(选填)】https://www.sciencedire ...2022-12-17 23:18 - internet.hzx - 求助成功区

Can volume predict Bitcoin returns and volatility? A quantiles-based approach
1 个回复 - 297 次查看【作者(必填)】 777 【文题(必填)】 Can volume predict Bitcoin returns and volatility? A quantiles-based approach【年份(必填)】 88 【全文链接或数据库名称(选填)】 https://www.sciencedirect.com/scie ...2022-12-17 23:22 - internet.hzx - 求助成功区

Dynamic dependence and predictability between volume and return of Non-Fungible
4 个回复 - 396 次查看【作者(必填)】 23 【文题(必填)】 Dynamic dependence and predictability between volume and return of Non-Fungible Tokens (NFTs): The roles of market factors and geopolitical risks【年份(必填)】 23 ...2022-12-15 13:34 - internet.hzx - 求助成功区

Can volume predict Bitcoin returns and volatility? A quantiles-based approach
1 个回复 - 341 次查看【作者(必填)】 23 【文题(必填)】 Can volume predict Bitcoin returns and volatility? A quantiles-based approach【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science ...2022-12-14 14:00 - internet.hzx - 求助成功区

Bootstrap prediction for returns and volatilities in GARCH models
1 个回复 - 373 次查看【作者(必填)】 23 【文题(必填)】 Bootstrap prediction for returns and volatilities in GARCH models【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs ...2022-11-1 16:11 - internet.hzx - 求助成功区

求助Intraday return predictability in China’s crude oil futures market
1 个回复 - 529 次查看【作者(必填)】 DanyanWen[/backcolor]YudongWang[/backcolor]YaojieZhang[/backcolor] 【文题(必填)】 Intraday return predictability in China’s crude oil futures market: New evidence from a unique trad ...2021-10-27 16:53 - cooper56 - 求助成功区

Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-A
1 个回复 - 722 次查看【作者(必填)】 23 【文题(必填)】 Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.c ...2021-5-6 23:47 - internet.hzx - 求助成功区

Trading volume and the predictability of return and volatility in the cryptocurr
1 个回复 - 515 次查看【作者(必填)】 23 【文题(必填)】 Trading volume and the predictability of return and volatility in the cryptocurrency market【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://www.sciencedi ...2021-2-21 13:32 - internet.hzx - 求助成功区

Using Natural Language Processing techniques for Stock Return Predictions
1 个回复 - 1074 次查看 Using Natural Language Processing techniques for Stock Return Predictions2020-6-25 17:03 - wangdazhe - Forum

求 Technological Links and Predictable Returns
2 个回复 - 816 次查看【作者(必填)】 Author links open overlay panelLeeCharles M.C.a[/backcolor]SunStephen Tengb[/backcolor]WangRongfeide[/backcolor]ZhangRance[/backcolor] 【文题(必填)】 Technological Links and Predicta ...2020-5-6 10:34 - 凸集分离定理 - 求助成功区

求助Intraday return predictability in China’s crude oil futures market
0 个回复 - 247 次查看【作者(必填)】DanyanWen[/backcolor]YudongWang[/backcolor]YaojieZhang[/backcolor] 【文题(必填)】Intraday return predictability in China’s crude oil futures market: New evidence from a unique tradin ...2021-10-27 11:25 - cooper56 - 文献求助专区

Predictable events and excess returns
3 个回复 - 493 次查看【作者(必填)】 Kalay, Avner, and Uri Loewenstein[/backcolor] 【文题(必填)】 Predictable events and excess returns: The case of dividend announcements 【年份(必填)】 1985 【全文链接或数据库名称( ...2019-12-24 11:03 - pan1111111 - 求助成功区

求助JOBF:Can implied volatility predict returns on the currency carry trade
1 个回复 - 411 次查看【作者(必填)】 Tom Egbers[/backcolor] [/backcolor]Laurens Swinkels[/backcolor] 【文题(必填)】 Can implied volatility predict returns on the currency carry trade 【年份(必填)】 2015 【全文链接或 ...2019-10-31 10:06 - cooper56 - 求助成功区

Why Do Enterprise Multiples Predict Expected Stock Returns
1 个回复 - 499 次查看【作者(必填)】Steven S. Crawford, Wesley R. Gray and Jack Vogel 【文题(必填)】Why Do Enterprise Multiples Predict Expected Stock Returns? 【年份(必填)】The Journal of Portfolio Management November ...2019-9-13 16:57 - huangxiaofen - 求助成功区

Return Predictability and the P/E Ratio
1 个回复 - 273 次查看【作者(必填)】Donna Dudney, Benjamas Jirasakuldech and Thomas Zorn 【文题(必填)】Return Predictability and the P/E Ratio 【年份(必填)】The Journal of Investing Fall 2008, 17 (3) 75-82 【全文链接 ...2019-7-30 16:31 - czl - 求助成功区

Do Corporate Cash Holdings Predict Stock Returns
1 个回复 - 308 次查看【作者(必填)】Ramesh K.S. Rao, Hongfei Tang and Satyajit Chandrashekar 【文题(必填)】Do Corporate Cash Holdings Predict Stock Returns? 【年份(必填)】The Journal of Investing Summer 2013, 22 (2) 2 ...2019-7-30 00:26 - czl - 求助成功区

Predictability of Returns and Cash Flows
1 个回复 - 310 次查看【作者(必填)】Ralph S.J. Koijen and Stijn Van Nieuwerburgh 【文题(必填)】Predictability of Returns and Cash Flows 【年份(必填)】Annual Review of Financial Economics，Vol. 3:467-491 (Volume publi ...2019-7-27 11:12 - wangzt - 求助成功区

Four centuries of return predictability
1 个回复 - 372 次查看【作者(必填)】BenjaminGolezaPeterKoudijsbc 【文题(必填)】Four centuries of return predictability 【年份(必填)】2018 【全文链接或数据库名称(选填)】Journal of Financial Economics,Volume 127, Is ...2019-7-15 16:03 - wangzt - 求助成功区

Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Aus
2 个回复 - 546 次查看【作者(必填)】 Yifei Cai 【文题(必填)】 Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand【年份(必填)】 2018 【全文链接或数据库名称(选填)】htt ...2018-11-10 20:58 - dumeng201066 - 求助成功区

Return Predictability: Evidence from the US–China Supply Chain
1 个回复 - 719 次查看【作者(必填)】 Rui Chen, Zhennan Gao and Xueyong Zhang 【文题(必填)】 Return Predictability: Evidence from the US–China Supply Chain 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https: ...2019-4-7 09:52 - pengerge - 求助成功区

Can skewness of the futures-spot basis predict currency spot returns?
2 个回复 - 563 次查看【作者(必填)】 AU - Jiang, Xue AU - Han, Liyan AU - Yin, Libo 【文题(必填)】 Can skewness of the futures-spot basis predict currency spot returns? 【年份(必填)】 2019 【全文链接或数据库名称 ...2019-1-16 22:31 - freiburgskirt - 求助成功区

Economic Links and Predictable Returns
1 个回复 - 609 次查看【作者(必填)】Lauren Cohen and Andrea Frazzini 【文题(必填)】Economic Links and Predictable Returns 【年份(必填)】2008 【全文链接或数据库名称(选填)】The Journal of Finance https://www.jsto ...2018-10-30 12:40 - czl - 求助成功区

Does Academic Research Destroy Stock Return Predictability?
1 个回复 - 940 次查看【作者(必填)】R. DAVID MCLEAN[/backcolor] JEFFREY PONTIFF[/backcolor] 【文题(必填)】Does Academic Research Destroy Stock Return Predictability? 【年份(必填)】2015 【全文链接或数据库名称 ...2018-10-21 23:15 - 迷途mitu - 求助成功区

Implications of Return Predictability for Consumption Dynamics and Asset Pricing
1 个回复 - 433 次查看【作者(必填)】 CC 【文题(必填)】 Implications of Return Predictability for Consumption Dynamics and Asset Pricing【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ ...2018-10-18 12:03 - internet.hzx - 求助成功区

Asymptotic Inference for Performance Fees and the Predictability of Asset Return
1 个回复 - 491 次查看【作者(必填)】 232 【文题(必填)】 Asymptotic Inference for Performance Fees and the Predictability of Asset Returns【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ ...2018-10-18 12:09 - internet.hzx - 求助成功区

Are Cash Flows Better Stock Return Predictors Than Profits
3 个回复 - 689 次查看 1、【作者(必填)】Stephen Foerster, CFA, John Tsagarelis, CFA, and Grant Wang, CFA 【文题(必填)】Are Cash Flows Better Stock Return Predictors Than Profits? 【年份(必填)】Financial Analysts Journal ...2018-8-29 12:41 - yishuiyuan2604 - 求助成功区

Can Twitter Help Predict Firm-Level Earnings and Stock Returns?
1 个回复 - 957 次查看【作者(必填)】E Bartov, L Faurel, PS Mohanram 【文题(必填)】Can Twitter Help Predict Firm-Level Earnings and Stock Returns? 【年份(必填)】2018 【全文链接或数据库名称(选填)】http://www.aaajou ...2018-6-17 21:58 - fxq2327 - 求助成功区

Predicting Stock Returns: Implications for Asset Pricing
23 个回复 - 1155 次查看 English | PDF | 2017 (2018 Edition) | 141 Pages | ISBN : 3319690078 | 1.9 MB This book provides a comprehensive analysis of asset price movement. It examines different aspects o ...2017-12-3 23:33 - igs816 - 经管书评

Style investing, comovement and return predictability
3 个回复 - 635 次查看【作者(必填)】 SunilWahala1M. DenizYavuzb 【文题(必填)】Style investing, comovement and return predictability 【年份(必填)】 2013, 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/sci ...2017-9-21 00:01 - 迷途mitu - 求助成功区

The Variance Risk Premium: Components, Term Structures, and Stock Return Predict
1 个回复 - 424 次查看【作者(必填)】 Junye Li & Gabriele Zinna 【文题(必填)】 The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability 【年份(必填)】 2017 【全文链接或数据库名称(选填)】 ...2017-10-26 16:18 - internet.hzx - 求助成功区

The Value of Social Media for Predicting Stock Returns: Preconditions, Instrumen
13 个回复 - 921 次查看 2015 | 140 Pages | ISBN: 368095075 | PDF | 47.7 MB Michael Nofer examines whether and to what extent Social Media can be used to predict stock returns. Market-relevant information is available on ...2017-10-15 23:19 - igs816 - 经管书评

Andrew W.Lo:Implementing Option Pricing Models When Asset Return are Predictable
1 个回复 - 1333 次查看 Option pricing formulas obtained from continuous-time no- arbitrage arguments such as the Black-Scholes formula generally do not depend on the drift term of the underlying asset's diffusion equati ...2013-5-17 23:47 - delphy_crystal - 金融学（理论版）

求 a lstm-based method for stock returns prediction
2 个回复 - 2118 次查看【作者(必填)】 Kai Chen, Yi Zhou, Fangyan Dai 【文题(必填)】 a lstm-based method for stock returns prediction: a case study of china stock market 【年份(必填)】 2015 【全文链接或数据库名称(选 ...2017-4-12 14:34 - forrest_zhukun - 求助成功区

Do oil futures prices predict stock returns?
3 个回复 - 993 次查看 Journal of Banking & Finance Volume 79, June 2017, Pages 129–141 Do oil futures prices predict stock returns? ☆ I-Hsuan Ethan Chianga, , W. Keener Hughen2017-4-18 17:59 - freiburgskirt - 求助成功区

R&D Spillover and Predictable Returns
2 个回复 - 692 次查看【作者(必填)】Yi Jiang Yiming Qian Tong Yao 【文题(必填)】R&D Spillover and Predictable Returns * 【年份(必填)】2016Rev Financ (2016) 20 (5): 1769-1797. DOI: https://doi.org/10.1093/rof/rf ...2017-3-11 11:08 - dongzhaohui1234 - 求助成功区

Predictability of Stock Returns: Robustness and Economic Significance
2 个回复 - 854 次查看【作者(必填)】M. HASHEM PESARAN, ALLAN TIMMERMANN 【文题(必填)】Predictability of Stock Returns: Robustness and Economic Significance 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://o ...2017-4-18 10:26 - MemMao - 求助成功区

求Chinese Stock Market Return Predictability: Adaptive Complete Subset
3 个回复 - 875 次查看【作者(必填)】Chen K, Chen R, Zhang X, et al 【文题(必填)】Chinese Stock Market Return Predictability: Adaptive Complete Subset Regressions 【年份(必填)】Asia‐Pacific Journal of Financial Studi ...2017-3-30 16:32 - 我心永恒1 - 求助成功区

Why does the option to stock volume ratio predict stock returns?
1 个回复 - 753 次查看【作者(必填)】 L Ge, TC Lin, ND Pearson 【文题(必填)】 Why does the option to stock volume ratiopredict stock returns?【年份(必填)】 2016 【全文链接或数据库名称(选填)】2017-3-20 20:24 - ycbm132 - 求助成功区

求助文献“A reexamination of stock return predictability ”
3 个回复 - 635 次查看【作者(必填)】Yongok Choi 【文题(必填)】A reexamination of stock return predictability 【年份(必填)】Journal of EconometricsVolume 192, Issue 1, May 2016, Pages 168–189 【全文链接或数据库名称( ...2017-3-21 11:24 - zhaomn200145 - 求助成功区

Predicting Stock Market Returns with Time-Varying Models and Parameters
1 个回复 - 998 次查看【作者(必填)】Sandip Mukherji, Jin-Gil Jeong, and Nilotpol Kundagrami 【文题(必填)】Predicting Stock Market Returns with Time-Varying Models and Parameters 【年份(必填)】Vol. 19, No. 4, Spring 2 ...2017-2-3 09:52 - lopemann - 求助成功区

Stock Return Predictability: Is it There?
3 个回复 - 1022 次查看【作者(必填)】Andrew Ang and Geert Bekaert 【文题(必填)】Stock Return Predictability: Is it There? 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/4494784?seq=1#p ...2016-10-17 11:32 - MemMao - 求助成功区

Does Academic Research Destroy Stock Return Predictability?
1 个回复 - 1329 次查看这篇文章是MCLEAN和PONTIFF2016年在Journal of Finance发表的关于对股票回报学术预测的分析及检讨，希望有用。 Abstract: We study the out-of-sample and post-publication return predictability of 97 vari ...2016-9-17 02:05 - DuShu16 - 金融学（理论版）

USING NEURAL NETWORKS AND GENETIC ALGORITHMS TO PREDICT STOCK MARKET RETURNS
2 个回复 - 1681 次查看 USING NEURAL NETWORKS AND GENETIC ALGORITHMS TO PREDICT STOCK MARKET RETURNS A THESIS SUBMITTED TO THE UNIVERSITY OF MANCHESTER FOR THE DEGREE OF MASTER OF SCIENCE IN ADVANCED COMPUTER SCIENCE IN THE ...2009-7-15 15:43 - yhongl12 - 金融学（理论版）

Testing for Predictability in Financial Returns Using Statistical Learning Proce
1 个回复 - 854 次查看【作者(必填)】Imanol Arrieta-ibarra, Ignacio N. Lobato 【文题(必填)】Testing for Predictability in Financial Returns Using Statistical Learning Procedures 【年份(必填)】2015 【全文链接或数据 ...2016-9-7 16:37 - qianhaoqi - 求助成功区

Tug-of-War: Time-Varying Predictability of Stock Returns and Dividned Growth
3 个回复 - 1077 次查看【作者(必填)】Xiaoneng Zhu 【文题(必填)】Tug-of-War: Time-Varying Predictability of Stock Returns and Dividend Growth 【年份(必填)】2015年10月【全文链接或数据库名称(选填)】Oxford Journals; ...2015-12-1 14:29 - oldman - 求助成功区

Investor sentiment and return predictability of disagreement
1 个回复 - 855 次查看【作者(必填)】 Kim, Jun Sik, Doojin Ryu, and Sung Won Seo 【文题(必填)】 Investor sentiment and return predictability of disagreement 【年份(必填)】 2014 【全文链接或数据库名称(选填)】Kim, J ...2015-7-2 13:25 - shubiao2 - 求助成功区

The predictability of industry portfolio returns
1 个回复 - 851 次查看【作者(必填)】【文题(必填)】The predictability of industry portfolio returns 【年份(必填)】The predictability of industry portfolio returnsY Li, W Lu, M Zhong - Applied Economics, 2011 - Taylor & ...2015-5-18 10:46 - 金融坦然 - 求助成功区

求助文献Shorting Demand and Predictability of Returns
0 个回复 - 768 次查看各位坛友，近期查找一篇论文多日而不可得，终日郁郁寡欢，请有缘人帮忙，多谢： “Shorting Demand and Predictability of Returns," (Christopher Malloy, with Lauren Cohen and Karl B. Diether), Journal of In ...2015-4-13 20:14 - paulwong - 爱问频道

Robust Econometric Inference for Stock Return Predictability
2 个回复 - 1171 次查看【作者(必填)】 [*]Alexandros Kostakis [*]University of Manchester [*]Tassos Magdalinos [*]University of Southampton [*]Michalis P. Stamatogiannis 【文题(必填)】Robust Econometric Inf ...2015-4-8 19:29 - nkky2011 - 求助成功区

Investor sentiment and return predictability of disagreement JS Kim, D Ryu, SW S
1 个回复 - 763 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Investor sentiment and return predictability of disagreementJS Kim, D Ryu, SW Seo - Journal of Banking & Finance, 20 ...2015-3-30 00:06 - 马甲甲 - 求助成功区

The optimal use of return predictability: An empirical study
0 个回复 - 805 次查看有谁看过The optimal use of return predictability: An empirical study这篇文章的吗？文章中的固定权重投资组合具体是指什么？2015-2-13 21:55 - ZHF223 - 金融学（理论版）

求助2004年文献“Predicting returns with financial ratios”，谢谢
2 个回复 - 950 次查看【作者(必填)】Jonathan Lewellen 【文题(必填)】Predicting returns with financial ratios 【年份(必填)】Journal of Financial Economics，Volume 74, Issue 2, November 2004, Pages 209–235 【全文链 ...2015-1-25 16:56 - zhaomn200145 - 求助成功区

Do Newspaper Articles Predict Aggregate Stock Returns?
1 个回复 - 835 次查看【作者(必填)】Manuel Ammanna, Roman Freya* & Michael Verhofena 【文题(必填)】Do Newspaper Articles Predict Aggregate Stock Returns? 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.t ...2014-11-25 23:09 - hnhs100 - 求助成功区

Sequential learning, predictability, and optimal portfolio returns求期刊版！
3 个回复 - 1136 次查看【作者(必填)】 Michael Johannes, Arthur Korteweg, Nicholas Polson 【文题(必填)】 Sequential learning, predictability, and optimal portfolio returns 【年份(必填)】 2012 【全文链接或数据库名称(选填 ...2014-8-13 14:38 - 紫羽馨宸 - 求助成功区

论文［Dynamic Trading with Predictable Returns and Transaction Costs］
0 个回复 - 1467 次查看 Abstract We derive a closed-form optimal dynamic portfolio policy when trading is costly and security returns are predictable by signals with different mean-reversion speeds. The optimal strategy ...2014-7-31 04:04 - franklg - 金融工程（数量金融）与金融衍生品

International Stock Return Predictability What is the Role of the United States
1 个回复 - 1165 次查看【作者(必填)】 David E. Rapach Jack K. Strauss Guofu Zhou 【文题(必填)】International Stock Return Predictability What is the Role of the United States? 【年份(必填)】【全文链接或数据库名称(选 ...2014-7-30 07:50 - 金融坦然 - 求助成功区

Predictability of stock returns using financial statement information
1 个回复 - 643 次查看【作者(必填)】 Christos Alexakis, Theophano Patra, Sunil Poshakwale 【文题(必填)】 Predictability of stock returns using financial statement information: evidence on semi-strong efficiency of em ...2014-6-21 10:03 - 周唯实 - 求助成功区

求关于asset return predictor的paper
1 个回复 - 951 次查看请教大家，要预测一个国家的stock market return，哪些predictor比较好呢？例如dividend yield之类的。大家有知道的paper提出并且讨论了某个predictor吗？即需要有理论支撑又需要empirical evidence 谢谢大家 ...2014-3-10 06:47 - zxr0117 - 悬赏大厅

The Economic Value of Predicting Stock Index Returns and Volatility
2 个回复 - 762 次查看【作者(必填)】Marquering, Wessel and Verbeek, Marno 【文题(必填)】The Economic Value of Predicting Stock Index Returns and Volatility 【年份(必填)】Journal of Financial and Quantitative Analysis ...2014-2-16 06:07 - lk1966mail - 求助成功区

Do Returns Predict Realised Volatility and its Components?
1 个回复 - 741 次查看【作者(必填)】【文题(必填)】Do Returns Predict Realised Volatility and its Components?D Jurdi - Available at SSRN 2115526, 2010 - papers.ssrn.com 【年份(必填)】【全文链接或数据库名称(选填)】 ...2014-1-4 20:05 - 金融坦然 - 求助成功区

求英文paper一篇：Predicting Global Stock Returns
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Do Returns Predict Realised Volatility and its Components
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Comovements in national stock market returns:Evidence of predictability, but not
0 个回复 - 1367 次查看 Comovements in national stock market returns: Evidence of predictability, but not cointegration by Anthony J. Richards Abstract This paper is a response to the literature that tests for cointegrati ...2013-3-6 00:22 - tracycao - 论文版

Predictability of Return in Hong Kong Stock Market 作者Chi Man KWAN 写相关内容的
0 个回复 - 848 次查看 2012-12-30 21:21 - 末日马甲 - 论文版

Dynamic Trading with Predictable Returns and Transaction Costs.pdf
1 个回复 - 954 次查看 Dynamic Trading with Predictable Returns and Transaction Costs.pdf2011-12-14 13:03 - shuiyuefuxue - 金融工程（数量金融）与金融衍生品

Investor attention, psychological anchors, and stock return predictability
1 个回复 - 1524 次查看【作者(必填)】 Jun Li , Jianfeng Yu 【文题(必填)】 Investor attention, psychological anchors, and stock return predictability 【年份(必填)】2011 【全文链接或数据库名称(选填)】JFEhttp://www.scien ...2012-2-14 22:52 - sqq19860225 - 求助成功区

Evidence of Predictability in Hedge Fund Returns and
0 个回复 - 803 次查看 Evidence of Predictability in Hedge Fund Returns and Multi-Style Multi-Class Tactical Style Allocation Decisions2011-11-8 09:07 - 金黄色的风 - 金融学（理论版）

USING NEURAL NETWORKS AND GENETIC ALGORITHMS TO PREDICT STOCK MARKET RETURNS
0 个回复 - 1548 次查看 Abstract In this study we attempt to predict the daily excess returns of FTSE 500 and S&P 500 indices over the respective Treasury Bill rate returns. Initially, we prove that the excess returns tim ...2010-5-4 22:34 - reloaer - 金融学（理论版）

On the Predictability of Chinese Stock Returns
0 个回复 - 1163 次查看 On the Predictability of Chinese Stock Returns2009-12-19 22:00 - fushengbin - 论文版

Dynamic Asset Allocation with Ambiguous Return Predictability
0 个回复 - 1422 次查看 Dynamic Asset Allocation with Ambiguous Return Predictability2009-12-18 22:35 - fushengbin - 论文版

Stochastic Frontier Yield Function Analysis to Predict Returns to a New Cro...
0 个回复 - 555 次查看 2006-4-3 20:15 - 流程管理829 - Forum

Directional Prediction of Returns under Asymmetric Loss: Direct and Indirec...
0 个回复 - 208 次查看 2005-3-10 17:22 - 文化全球化303 - Forum

Explaining Bond Return Predictability in an Estimated New Keynesian Model
0 个回复 - 235 次查看 2004-12-14 00:01 - 地方财政收入622 - Forum

Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictab...
0 个回复 - 197 次查看 2004-12-6 21:30 - 经济责任审计224 - Forum

International Sign Predictability of Stock Returns: The Role of the United ...
0 个回复 - 233 次查看 2004-11-29 20:50 - 收入差距726 - Forum

Tail Risk Premia and Return Predictability-尾部风险溢价和回报可预测性
0 个回复 - 207 次查看 2004-11-26 21:02 - 股东权益比率624 - Forum

Predictable return distributions-可预测的回报分布
0 个回复 - 185 次查看 2004-10-31 16:30 - 刺猬法则216 - Forum

The log-linear return approximation, bubbles, and predictability-对数线性回报近似、泡...
0 个回复 - 414 次查看 2004-10-31 15:10 - 刺猬法则216 - Forum

Predictable return distributions
0 个回复 - 190 次查看 2004-10-31 13:28 - wenO6ZTcp8ct6 - Forum

Return predictability and intertemporal asset allocation: Evidence from a b...
0 个回复 - 191 次查看 2004-9-16 15:07 - 幂次法则481 - Forum

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