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An examination of the economic significance of stock return predictability in UK stock returns. (2002). Hillier, Joe ; Fletcher, Jonathan.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:11:y:2002:i:4:p:373-392.

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Cited: 2

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Cites: 38

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Coauthors: 0

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Citations

Citations received by this document

  1. Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46.

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  2. An Examination of Dynamic Trading Stategies in UK and US Stock Returns. (2011). Fletcher, Jonathan.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:38:y:2011:i:9-10:p:1290-1310.

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References

References cited by this document

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Cocites

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  1. Stock Return Predictability and Oil Prices. (2011). Casassus, Jaime ; Higuera, Freddy .
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  2. Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions. (2010). zhu, ning ; Wang, Hansheng ; Tsai, Chih-Ling.
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  3. On the Predictability of Japanese Stock Returns Using Dividend Yield. (2010). .
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  4. Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective. (2010). Hyde, Stuart ; Guidolin, Massimo.
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  5. Regime specific predictability in predictive regressions. (2010). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; Piterakis, Jean-Ives .
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  8. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2009). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana .
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  11. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Liechtenstein, Heinrich ; Aguirreamalloa, Javier .
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  12. Retrospective Capital Gains Taxation in the Real World. (2009). Panteghini, Paolo ; Menoncin, Francesco.
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