A Note on Return Predictability and Price Bubbles

SSRN Electronic Journal ◽

10.2139/ssrn.1341306 ◽

2008 ◽

Author(s):

Valerio Potì

Keyword(s):

Return Predictability ◽

Price Bubbles

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Risk measures and the impact of asset price bubbles

The Journal of Risk ◽

10.21314/jor.2015.321 ◽

2015 ◽

Vol 17 (3) ◽

pp. 35-56 ◽

Cited By ~ 1

Author(s):

Robert Jarrow ◽

Felipe Bastos G. Silva

Keyword(s):

Risk Measures ◽

Asset Price ◽

Asset Price Bubbles ◽

Price Bubbles ◽

The Impact

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Evidence of Stock Price Bubbles: The Case of the Malaysian Second Board Index

SSRN Electronic Journal ◽

10.2139/ssrn.1187014 ◽

2008 ◽

Author(s):

Gary J. Rangel

Keyword(s):

Stock Price ◽

Price Bubbles

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Out-of-Sample Industry Return Predictability: Evidence from a Large Number of Predictors

SSRN Electronic Journal ◽

10.2139/ssrn.1307420 ◽

2011 ◽

Cited By ~ 6

Author(s):

David Rapach ◽

Jack Strauss ◽

Jun Tu ◽

Guofu Zhou

Keyword(s):

Return Predictability ◽

Out Of Sample

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Real Estate in an ALM Framework - The Case of Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.1311244 ◽

2008 ◽

Cited By ~ 2

Author(s):

Melissa Porras Prado ◽

Marno Verbeek

Keyword(s):

Real Estate ◽

Return Predictability

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When and Where Can Institutionalization Occur? The Case of Price Bubbles in Financial Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1352112 ◽

2009 ◽

Cited By ~ 1

Author(s):

Sheen S. Levine ◽

Edward J. Zajac

Keyword(s):

Financial Markets ◽

Price Bubbles

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The Economic Significance of Some Simple Models of Time Series Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.151790 ◽

1999 ◽

Cited By ~ 3

Author(s):

Ben NMI1 Jacobsen

Keyword(s):

Time Series ◽

Stock Return ◽

Return Predictability ◽

Stock Return Predictability ◽

Economic Significance ◽

Simple Models

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On the Properties of Regression Tests of Asset Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.1681321 ◽

2010 ◽

Author(s):

Carlos Velasco ◽

Seongman Moon

Keyword(s):

Return Predictability ◽

Asset Return ◽

Regression Tests

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Mutual Fund Return Predictability in Partially Segmented Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1787794 ◽

2011 ◽

Cited By ~ 2

Author(s):

Ayelen Banegas ◽

Benjamin J. Gillen ◽

Allan G. Timmermann ◽

Russ R. Wermers

Keyword(s):

Mutual Fund ◽

Return Predictability ◽

Segmented Markets ◽

Fund Return

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Media Coverage, Heterogeneous Beliefs, and Stock Price Bubbles

SSRN Electronic Journal ◽

10.2139/ssrn.2022036 ◽

2012 ◽

Author(s):

Hawfeng Shyu

Keyword(s):

Media Coverage ◽

Stock Price ◽

Heterogeneous Beliefs ◽

Price Bubbles

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Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.2158738 ◽

2012 ◽

Cited By ~ 2

Author(s):

Jack Favilukis ◽

Xiaoji Lin

Keyword(s):

Return Predictability ◽

Wage Rigidity

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