Forecasting stock returns: A predictor-constrained approach
نویسندگان
چکیده
منابع مشابه
Forecasting aggregate stock returns using the number of initial public offerings as a predictor
Large number of Initial Public Offerings (IPOs) reliably predicts subsequent low equally weighted aggregate stock returns and the return differential between small and big firms, both in-sample and out-of-sample. The forecasting patterns are consistent with a behavioral story featuring investor sentiment and limits to arbitrage. I would like to thank the anonymous referee for his competent and ...
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ژورنال
عنوان ژورنال: Journal of Empirical Finance
سال: 2020
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2019.11.008