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Prediction of stock returns (in Russian)

Author

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  • Paul Soderlind

    (University of St. Gallen, Switzerland)

Abstract

This essay describes the basics of the stock market analysis, gives a survey of simple methods of searching for predictive patterns in returns, as well as lists empirical evidence of such predictability.

Suggested Citation

  • Paul Soderlind, 2006. "Prediction of stock returns (in Russian)," Quantile, Quantile, issue 1, pages 27-38, September.
    • Handle: RePEc:qnt:quantl:y:2006:i:1:p:27-38
    as

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    References listed on IDEAS

    as
    1. De Bondt, Werner F M & Thaler, Richard H, 1990. "Do Security Analysts Overreact?," American Economic Review, American Economic Association, vol. 80(2), pages 52-57, May.
    2. Granger, Clive W. J., 1992. "Forecasting stock market prices: Lessons for forecasters," International Journal of Forecasting, Elsevier, vol. 8(1), pages 3-13, June.
    3. Banda, Ariel & Onandi, Dionisio, 1990. "El déficit parafiscal en Uruguay: 1982-1990," Sede de la CEPAL en Santiago (Estudios e Investigaciones) 33549, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    4. Guido BOLLIGER,, 2001. "The Characteristics of Individual Analysts' Forecasts in Europe," FAME Research Paper Series rp33, International Center for Financial Asset Management and Engineering.
    5. Ederington, Louis H. & Goh, Jeremy C., 1998. "Bond Rating Agencies and Stock Analysts: Who Knows What When?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(4), pages 569-585, December.
    6. Brad Barber & Reuven Lehavy & Maureen McNichols & Brett Trueman, 2001. "Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns," Journal of Finance, American Finance Association, vol. 56(2), pages 531-563, April.
    7. Chance, Don M. & Hemler, Michael L., 2001. "The performance of professional market timers: daily evidence from executed strategies," Journal of Financial Economics, Elsevier, vol. 62(2), pages 377-411, November.
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