Results for Return predictability

Publications & Outputs

1. Parameter learning in production economies

   Babiak, M. & Kozhan, R., 31/05/2024, In: Journal of Monetary Economics. 144, 103555.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Time-Series Momentum in Nearly 100 Years of Stock Returns

   Lim, B., Wang, J. & Yao, Y., 1/12/2018, In: Journal of Banking and Finance. 97, p. 283-296 14 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

3. Regime shifts and stock return predictability

   Hammerschmid, R. & Lohre, H., 31/07/2018, In: International Review of Economics and Finance. 56, p. 138-160 23 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review