Books on the topic 'Econometrics. Stock price forecasting'
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Kelly, Morgan. Do noise traders influence stock prices? University College Dublin, Department of Economics, 1996.
Find full textGrinblatt, Mark. What do we really know about the cross-sectional relation between past and expected returns? National Bureau of Economic Research, 2002.
Find full textCampbell, John Y. Efficient tests of stock return predictability. National Bureau of Economic Research, 2003.
Find full textAng, Andrew. Stock return predictability: Is it there? National Bureau of Economic Research, 2001.
Find full textKim, Myung Jig. Mean reversion in stock prices?: A reappraisal of the empirical evidence. National Bureau of Economic Research, 1988.
Find full textRaaij, Gabriela De. Evaluating density forecasts with an application to stock market returns. Oesterreichische Nationalbank, 2002.
Find full textLo, Andrew W. Maximizing predictability in the stock and bond markets. Sloan School of Management, Laboratory for Financial Engineering, Massachusetts Institute of Technology, 1996.
Find full textLo, Andrew W. Maximizing predictability in the stock and bond markets. National Bureau of Economic Research, 1995.
Find full textVuolteenaho, Tuomo. What drives firm-level stock returns? National Bureau of Economic Research, 2001.
Find full textLo, Andrew W. Asset prices and trading volume under fixed transaction costs. National Bureau of Economic Research, 2001.
Find full textRaunig, Burkhard. Testing for longer horizon predictability of return volatility with an application to the German DAX. Oesterreichische Nationalbank, 2003.
Find full textZhongguo zheng quan shi chang liu dong xing yi jia ji qi wen ding xing he xiao ying ji liang yan jiu. Zhongguo she hui ke xue chu ban she, 2011.
Find full textDonaldson, Glen. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. Federal Reserve Bank of Atlanta, 2004.
Find full textChen, Joseph. Breadth of ownership and stock returns. National Bureau of Economic Research, 2001.
Find full textCochrane, John H. Where is the market going?: Uncertain facts and novel theories. National Bureau of Economic Research, 1997.
Find full textEstimating and forecasting ARCH models using G@RCH 5. Timberlake Consultants Ltd., 2007.
Find full textFerson, Wayne E. Weak and semi-strong form stock return predictability revisited. National Bureau of Economic Research, 2005.
Find full textFerson, Wayne E. Weak and semi-strong form stock return predictability, revisited. National Bureau of Economic Research, 2004.
Find full textFerson, Wayne E. Weak and semi-strong form stock return predictability, revisited. National Bureau of Economic Research, 2004.
Find full textJung, Jeeman. One simple test of Samuelson's dictum for the stock market. National Bureau of Economic Research, 2002.
Find full textFlood, Robert P. Testable implications of indeterminacies in models with rational expectations. National Bureau of Economic Research, 1989.
Find full textEngle, R. F. Theoretical and empirical properties of Dynamic Conditional Correlation Multivariate GARCH. National Bureau of Economic Research, 2001.
Find full textHodrick, Robert J. An international dynamic asset pricing model. National Bureau of Economic Research, 1999.
Find full textGreenwood, Jeremy. The IT revolution and the stock market. National Bureau of Economic Research, 1999.
Find full textChan, Yeung Lewis. Catching up with the Joneses: Heterogeneous preferences and the dynamics of asset prices. National Bureau of Economic Research, 2001.
Find full textDurlauf, Steven N. Bounds on the variances of specification errors in models with expectations. National Bureau of Economic Research, 1989.
Find full textVigna, Stefano Della. Attention, demographics, and the stock market. National Bureau of Economic Research, 2005.
Find full textVigna, Stefano Della. Attention, demographics, and the stock market. National Bureau of Economic Research, 2005.
Find full textCampbell, John Y. Asset pricing at the millennium. National Bureau of Economic Research, 2000.
Find full textAndersen, Torben G. An empirical investigation of continuous-time equity return models. National Bureau of Economic Research, 2001.
Find full textEngle, R. F. CAViaR: Conditional value at risk by quantile regression. National Bureau of Economic Research, 1999.
Find full textGeert, Bekaert. Expectations hypotheses tests. National Bureau of Economic Research, 2000.
Find full textMacKinlay, Archie Craig. Asset pricing models: Implications for expected returns and portfolio selection. National Bureau of Economic Research, 1999.
Find full textEngle, R. F. Measuring, forecasting, and explaining time varying liquidity in the stock market. National Bureau of Economic Research, 1997.
Find full textLewellen, Jonathan. Estimation risk, market efficiency, and the predictability of returns. National Bureau of Economic Research, 2000.
Find full textCampbell, John Y. Measuring the persistence of expected returns. National Bureau of Economic Research, 1990.
Find full textGompers, Paul A. Institutional investors and equity prices. National Bureau of Economic Research, 1998.
Find full textTkacz, Greg. Linear and threshold forecasts of output and inflation with stock and housing prices. Bank of Canada, 2006.
Find full textChua, Jess H. Gains from stock-market timing. Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, 1986.
Find full textChua, Jess H. Gains from stock market timing. Salomon Brothers Center for the Study of Financial Institutions, 1986.
Find full textChua, Jess H. Gains from stock-market timing. Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, 1986.
Find full textS, Woodward Richard, and New York University, eds. Gains from stock market timing. Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, 1986.
Find full textNoh, Jaesun. A test of efficiency for the S&P 500 index option market using variance forecasts. National Bureau of Economic Research, 1993.
Find full textHong, Harrison G. A unified theory of underreaction, momentum trading and overreaction in asset markets. National Bureau of Economic Research, 1997.
Find full textYale, Hirsch, and ebrary Inc, eds. Stock trader's almanac. John Wiley & Sons, 2010.
Find full textGoval, Amit. A comprehensive look at the empirical performance of equity premium prediction. National Bureau of Economic Research, 2004.
Find full textKross, William. Earnings expectations, the analysts' information advantage. Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1987.
Find full textDowning, Chris. Getting bad news out early: Does it really help stock prices? Federal Reserve Board, 2003.
Find full textTrend qualification and trading: Techniques to identify the best trends to trade. John Wiley & Sons, Inc., 2011.
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