The Economic Value of Predicting Stock Index Returns and Volatility

Journal of Financial and Quantitative Analysis - United Kingdom
doi 10.1017/s0022109000003136
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Related search

Unexpected Information Demand and Volatility Clustering of Chinese Stock Returns: Evidence From Baidu Index

Entropy
Electronic EngineeringInformation SystemsMathematical PhysicsElectricalAstronomyPhysics
2019English

The Relation Between Expected Returns and Volatility in the Brazilian Stock Market

Brazilian Review of Econometrics
2011English

The Relationship Between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs

International Review of Financial Analysis
EconomicsFinanceEconometrics
2015English

The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry

North American Journal of Economics and Finance
EconomicsEconometricsFinance
2014English

Volatility Transmission Between Japan, UK and USA in Daily Stock Returns

Empirical Economics
StatisticsProbabilityEconomicsEconometricsMathematicsSocial Sciences
2008English

Predicting Stock Returns Using Industry-Relative Firm Characteristics

SSRN Electronic Journal
2000English

Impact of Crude Oil Price Volatility on Southeast Asian Stock Returns

International Journal of Economics and Finance
2019English

Predicting Nigerian Stock Returns Using Technical Analysis and Machine Learning

European Journal of Electrical Engineering and Computer Science
2019English

Wavelet Analysis of the Crisis Effects in Stock Index Returns

Ekonomika
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy