Predicting stock returns. Implications for asset pricing

DOI10.1007/978-3-319-69008-7MaRDI QIDQ4637548zbMATH OpenOpenAlexFDO

Authors David G. McMillan

Publication date 24 April 2018

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

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)

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Cited in

(5)

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

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