Predicting stock returns. Implications for asset pricing

DOI10.1007/978-3-319-69008-7zbMATH Open1386.91008OpenAlexW2772935748MaRDI QIDQ4637548FDOQ4637548

Authors: David G. McMillan 

Publication date: 24 April 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-69008-7

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Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cited In (5)

• Stock-specific sentiment and return predictability
• Prediction of Stock Returns: A New Way to Look at It
• Market dynamics: bridging security price movements and classical physics
• Predicting stock price movements from past returns: the role of consistency and tax-loss selling
• On the Economic Significance of Stock Return Predictability

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