Regime Shifts and Stock Return Predictability

2014 ◽  
Author(s):  
Regina Hammerschmid ◽  
Harald Lohre
Keyword(s):  
Stock Return ◽  
Return Predictability ◽  
Regime Shifts ◽  
Stock Return Predictability

Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis

2018 ◽  
Vol 44 (3) ◽  
pp. 10-24
Author(s):  
Giulia Dal Pra ◽  
Massimo Guidolin ◽  
Manuela Pedio ◽  
Fabiola Vasile
Keyword(s):  
Stock Return ◽  
Return Predictability ◽  
Portfolio Analysis ◽  
Regime Shifts ◽  
Stock Return Predictability ◽  
Out Of Sample

Real Assets Investor Sentiment and International Stock Return Predictability

2015 ◽  
Author(s):  
Nikos C. Papapostolou ◽  
Panos K. Pouliasis ◽  
Nikos K. Nomikos ◽  
Ioannis Kyriakou
Keyword(s):  
Stock Return ◽  
Investor Sentiment ◽  
Return Predictability ◽  
Stock Return Predictability ◽  
Real Assets
Sign in / Sign up

Export Citation Format

Share Document