The Economic Value of Predicting Stock Index Returns and Volatility
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Other versions of this item:
- Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
- Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
- Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
More about this item
Keywordsinvestments; market timing; performance evaluation; predictability of stock returns and volatility;
All these keywords.
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G3 - Financial Economics - - Corporate Finance and Governance
- M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2001-12-19 (Financial Markets)
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