Predicting stock returns and assessing prediction performance
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Cited in
(8)- scientific article; zbMATH DE number 1304919 (Why is no real title available?)
- Prediction of Stock Returns: A New Way to Look at It
- Out-of-sample stock return prediction using higher-order moments
- Stock return predictability: a factor-augmented predictive regression system with shrinkage method
- Stock-specific sentiment and return predictability
- Stock return predictability: Evaluation based on interval forecasts
- Machine learning techniques for cross-sectional equity returns' prediction
- A Simple Method for Predicting Covariance Matrices of Financial Returns
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