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

2016 ◽  
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

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

scholarly journals Out-of-sample stock return predictability in Australia

2012 ◽  
Vol 37 (3) ◽  
pp. 461-479 ◽  
Author(s):  
Yiwen (Paul) Dou ◽  
David R. Gallagher ◽  
David Schneider ◽  
Terry S. Walter
Keyword(s):  
Stock Return ◽  
Return Predictability ◽  
Stock Return Predictability ◽  
Out Of Sample

Out-of-sample stock return predictability in emerging markets

2016 ◽  
Vol 58 (3) ◽  
pp. 727-750
Author(s):  
Afsaneh Bahrami ◽  
Abul Shamsuddin ◽  
Katherine Uylangco
Keyword(s):  
Emerging Markets ◽  
Stock Return ◽  
Return Predictability ◽  
Stock Return Predictability ◽  
Out Of Sample
Sign in / Sign up

Export Citation Format

Share Document