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Citations for " Predicting Stock Returns in an Efficient Market"

by Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. BRIO, Esther B. & PEROTE, Javier, 2008. "Forecasting Market Crashes: Does Density Specification Matter?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 53-58. [Downloadable!] (restricted)
  2. David McMillan, 2004. "Non-linear predictability of UK stock market returns," Money Macro and Finance (MMF) Research Group Conference 2003 63, Money Macro and Finance Research Group. [Downloadable!]
  3. Li, Qing & Vassalou, Maria & Xing, Yuhang, 2001. "An Investment-Growth Asset Pricing Model," CEPR Discussion Papers 3058, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  4. Massimo Guidolin & Sadayuki Ono, 2005. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Working Papers 2005-056, Federal Reserve Bank of St. Louis. [Downloadable!]
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  5. Belén Nieto & Rosa Rodríguez & Rosa Rodríguez- Barrera, 2002. "The Consumption-Wealth And Book-To-Market Ratios In A Dynamic Asset Pricing Context," Working Papers. Serie EC 2002-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  6. Jeffrey E. Jarrett & Eric Kyper, 2006. "Capital market efficiency and the predictability of daily returns," Applied Economics, Taylor and Francis Journals, vol. 38(6), pages 631-636, April. [Downloadable!] (restricted)
  7. Thomas D. Tallarini, Jr. & Harold H. Zhang, 2005. "External habit and the cyclicality of expected stock returns," Finance and Economics Discussion Series 2005-27, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  8. M. Hashem Pesaran & Simon M. Potter, 1993. "Equilibrium Asset Pricing Models and Predictability of Excess Returns," UCLA Economics Working Papers 694, UCLA Department of Economics. [Downloadable!]
  9. David Lovatt, Ashok Parikh, 2000. "Stock returns and economic activity: the UK case," European Journal of Finance, Taylor and Francis Journals, vol. 6(3), pages 280-297, September. [Downloadable!] (restricted)
  10. Peter F. Christoffersen & Francis X. Diebold, 2004. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies. [Downloadable!]
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  11. Habibullah, M.S. & Baharom, A.H. & Fong , Kin Hing, 2009. "Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries," MPRA Paper 14114, University Library of Munich, Germany. [Downloadable!]
  12. ASGHAR, Zahid, 2008. "Energy–Gdp Relationship: A Causal Analysis For The Five Countries Of South Asia," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 167-180. [Downloadable!] (restricted)
  13. Eduardo Walker, 1998. "Mercado Accionario y Crecimiento Económico en Chile," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(104), pages 49-72. [Downloadable!]
  14. J. Annaert & W. Van Hyfte, 2006. "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/376, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  15. Conlin Lizieri & Steven Satchell & Elaine Worzala & Roberto Dacco', 1998. "Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 339-356. [Downloadable!]
  16. Harald A. Benink & Jose Luis Gordillo & Juan Pablo Pardo & Christopher R. Stephens, 2004. "A Study of Neo-Austrian Economics using an Artificial Stock Market," Finance 0411038, EconWPA. [Downloadable!]
  17. Ellouz, Siwar & Bellalah, Mondher, 2007. "Asset pricing and predictability of stock returns in the french market," MPRA Paper 4961, University Library of Munich, Germany, revised 24 Sep 2007. [Downloadable!]
  18. Jinliang Li & Robert M. Mooradian & Shiawee X. Yang, 2009. "The Information Content of the NCREIF Index," Journal of Real Estate Research, American Real Estate Society, vol. 31(1), pages 93-116. [Downloadable!]
  19. Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO. [Downloadable!]
  20. Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski, 2002. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Departmental Working Papers wp0201, National University of Singapore, Department of Economics. [Downloadable!]
  21. Danilov, D. & Magnus, J.R., 2002. "Forecast accuracy after pretesting with an application to the stock market," Discussion Paper 76, Tilburg University, Center for Economic Research. [Downloadable!]
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  22. David Mcmillan, 2005. "Time variation in the cointegrating relationship between stock prices and economic activity," International Review of Applied Economics, Taylor and Francis Journals, vol. 19(3), pages 359-368, July. [Downloadable!] (restricted)
  23. Colin Simkin, 1998. "About Economic Inequality," Working Papers 9803, University of Sydney, Department of Economics. [Downloadable!]
  24. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis. [Downloadable!]
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  25. M. Hashem Pesaran, 2005. "Market Efficiency Today," IEPR Working Papers 05.41, Institute of Economic Policy Research (IEPR). [Downloadable!]
  26. Wolfgang Drobetz & Patrick Wegmann, 2002. "Mean Reversion on Global Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(III), pages 215-239, September. [Downloadable!]
  27. Granger, C.W.J. & Pesaran, M. H., 1999. "Economic and Statistical Measures of Forecast Accuracy," Cambridge Working Papers in Economics 9910, Faculty of Economics, University of Cambridge. [Downloadable!]
  28. Wing-Keung Wong & Meher Manzur & Boon-Kiat Chew, 2002. "How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market," Departmental Working Papers wp0216, National University of Singapore, Department of Economics. [Downloadable!]
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  29. Rakesh Bharati & Manoj Gupta, 1992. "Asset Allocation and Predictability of Real Estate Returns," Journal of Real Estate Research, American Real Estate Society, vol. 7(4), pages 469-484. [Downloadable!]
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This page was last updated on 2010-1-3.

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