Cross-sectional forecasts of the equity premium

Journal of Financial Economics

Volumn 81, Issue 1, 2006, Pages 101-141

  Polk, Christopher ^a   Thompson, Samuel ^b   Vuolteenaho, Tuomo ^c,d  

^a NORTHWESTERN UNIVERSITY   (United States)

^b HARVARD UNIVERSITY   (United States)

^c Arrowstreet Capital LP   (United States)

^d NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

CAPM; Conditional inference; Equity premium; Neural networks; Predicting returns

Indexed keywords

EID: 33745136121     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2005.03.013     Document Type: Article

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