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The dual contributions of information instruments in return models: magnitude and direction predictability

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  • Korkie, Bob
  • Sivakumar, Ranjini
  • Turtle, Harry

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  • Korkie, Bob & Sivakumar, Ranjini & Turtle, Harry, 2002. "The dual contributions of information instruments in return models: magnitude and direction predictability," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 511-523, December.
    • Handle: RePEc:eee:empfin:v:9:y:2002:i:5:p:511-523
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    1. Lee Tae-Hwy & Wang He & Xi Zhou & Zhang Ru, 2023. "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Journal of Econometric Methods, De Gruyter, vol. 12(1), pages 57-83, January.

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