Exact(13)
Chen et al. (2010) document that only 5 out of 18 firm-specific variables can predict returns in Chinese stock market and attribute this weak predictability to the low informativeness and less heterogeneously distributed of stock returns.
Deflation depresses investment by corporations because falling prices make it difficult to predict returns and make debts harder to pay off.
His current research focuses on high-frequency trading, using individual investor trading to predict returns, how transparency of markets affects traders, and information incorporation into prices around corporate events.
As in the data, dividend yields predict returns and the volatility of returns is time-varying.
Trying to predict returns is at best a coin toss and we couldn't prove differently".
Why do the Fama-French factors, the momentum factor, and other so-called alpha generators fail to predict returns reliably in the post-2008 era?
Similar(47)
The Örebro Musculoskeletal Pain Questionnaire (ÖMPQ) has good psychometric properties to predict return to work in patients with acute low back pain.
It could have particular value to predict return to the community for older adults with multiple comorbidities after an acute hospitalization.
The aim of this study was to predict return to work three years post accident.
It is also of great interest to know what variables predict return-to-work and when.
The aim of this study was to predict return to work following serious accidental injuries.
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