Amanote Research

Amanote Research

    RegisterSign In

Predictability of Equity Returns Over Different Time Horizons: A Nonparametric Approach

SSRN Electronic Journal
doi 10.2139/ssrn.3390982
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2016

Authors
Qingqing ChenYongmiao Hong
Publisher

Elsevier BV


Related search

International Equity Flows and the Predictability of US Stock Returns

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
2007English

Solar Activivty Predictability Horizons

2019English

On the Predictability of Stock Returns in Real Time

SSRN Electronic Journal
1998English

Testing the Predictability of Stock Returns

English

A Graphical Model Approach to Simulating Economic Variables Over Long Horizons

Annals of Actuarial Science
UncertaintyEconomicsStatisticsEconometricsProbability
2019English

Sources of Variability in Global Equity Returns

International Business & Economics Research Journal (IBER)
2010English

Private Investment and Public Equity Returns

Journal of Economics and Business
AccountingManagementEconomicsEconometricsBusiness
2012English

Autocorrelation, Return Horizons, and Momentum in Stock Returns

Journal of Economics and Finance
EconomicsEconometricsFinance
2008English

A Note on Equity Returns for South African Investors

South African Journal of Science
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy