-
1
-
-
77951556843
-
Testing the predictive power of dividend yields: Non-parametric evidence from the G5
-
Breedon, F., M. Bianchi and D. Sharma (1997), 'Testing the Predictive Power of Dividend Yields: Non-Parametric Evidence from the G5', Bank of England Working Paper 60.
-
(1997)
Bank of England Working Paper 60
-
-
Breedon, F.1
Bianchi, M.2
Sharma, D.3
-
2
-
-
0042943461
-
Developing a trading rule from the FTSE-100 stock index futures contract: Evidence in support of the EMH
-
March
-
Buckle, M.J., A.D. Clare and S.H. Thomas (1999), 'Developing a Trading Rule from the FTSE-100 Stock Index Futures Contract: Evidence in Support of the EMH', Journal of Business Finance & Accounting, Vol. 26, Nos 1 & 2 (January/March), pp. 249-60.
-
(1999)
Journal of Business Finance & Accounting
, vol.26
, Issue.1-2 JANUARY
, pp. 249-260
-
-
Buckle, M.J.1
Clare, A.D.2
Thomas, S.H.3
-
3
-
-
0343922802
-
Predictable stock returns in the United States and Japan: A study of long term capital market integration
-
Campbell, J. and Y. Hamao (1989), 'Predictable Stock Returns in the United States and Japan: A Study of Long Term Capital Market Integration', LSE Financial Markets Group Discussion Paper 69.
-
(1989)
LSE Financial Markets Group Discussion Paper 69
-
-
Campbell, J.1
Hamao, Y.2
-
4
-
-
84977717068
-
Stock prices, earnings and expected dividends
-
- and R. Shiller (1988), 'Stock Prices, Earnings and Expected Dividends', Journal of Finance, Vol. 43, pp. 661-76.
-
(1988)
Journal of Finance
, vol.43
, pp. 661-676
-
-
Shiller, R.1
-
5
-
-
38249010917
-
International evidence for the predictability of bond and stock returns
-
Clare, A. and S. Thomas (1992), 'International Evidence for the Predictability of Bond and Stock Returns', Economics Letters, Vol. 40, pp. 105-12.
-
(1992)
Economics Letters
, vol.40
, pp. 105-112
-
-
Clare, A.1
Thomas, S.2
-
6
-
-
0000027842
-
Is the gilt-equity yield ratio useful for predicting UK stock returns?
-
- and M. Wickens (1994), 'Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns?' Economic Journal, Vol. 104, pp. 303-15.
-
(1994)
Economic Journal
, vol.104
, pp. 303-315
-
-
Wickens, M.1
-
7
-
-
0000029776
-
Efficient capital markets II
-
Fama, E. (1991), 'Efficient Capital Markets II', Journal of Finance, Vol. 46, pp. 1575-617.
-
(1991)
Journal of Finance
, vol.46
, pp. 1575-1617
-
-
Fama, E.1
-
8
-
-
0002056097
-
Dividend yields and expected stock returns
-
- and K. French (1988), 'Dividend Yields and Expected Stock Returns', Journal of Financial Economics, Vol. 22, pp. 3-25.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 3-25
-
-
French, K.1
-
9
-
-
34250890715
-
Business conditions and expected returns on stocks and bonds
-
- (1989), 'Business Conditions and Expected Returns on Stocks and Bonds', Journal of Financial Economics, Vol. 25, pp. 23-49.
-
(1989)
Journal of Financial Economics
, vol.25
, pp. 23-49
-
-
-
11
-
-
46149129689
-
Predicting returns in the stock and bond markets
-
Keim, D. and R. Stambaugh (1986), 'Predicting Returns in the Stock and Bond Markets', Journal of Financial Economics, Vol. 17, pp. 357-90.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 357-390
-
-
Keim, D.1
Stambaugh, R.2
-
12
-
-
0031165563
-
Earnings forecasts and the predictability of stock returns: Evidence from trading the S&P
-
Lander, J., A. Orphanides and M. Douvogiannis (1997), 'Earnings Forecasts and the Predictability of Stock Returns: Evidence from Trading the S&P', Journal of Portfolio Management, Vol. 23, pp. 24-35.
-
(1997)
Journal of Portfolio Management
, vol.23
, pp. 24-35
-
-
Lander, J.1
Orphanides, A.2
Douvogiannis, M.3
-
14
-
-
0002484986
-
Stock market prices do not follow random walks: Evidence from a simple specification test
-
Lo, A. and A. MacKinlay (1988), 'Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test', Review of Financial Studies, Vol. 1, pp. 41-66.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 41-66
-
-
Lo, A.1
MacKinlay, A.2
-
15
-
-
84993877356
-
The robustness and economic significance of predictability of stock returns
-
Pesaran, M. and A. Timmermann (1995), 'The Robustness and Economic Significance of Predictability of Stock Returns', Journal of Finance, Vol. 50, pp. 1201-28.
-
(1995)
Journal of Finance
, vol.50
, pp. 1201-1228
-
-
Pesaran, M.1
Timmermann, A.2
-
16
-
-
77951561695
-
A recursive modelling approach to predicting UK stock returns
-
(forthcoming)
-
- (1999), 'A Recursive Modelling Approach to Predicting UK Stock Returns', Economic Journal (forthcoming).
-
(1999)
Economic Journal
-
-
-
18
-
-
0010777964
-
The effect of the term spread, dividend yield and real activity on stock returns: Evidence from 15 countries
-
Shah, M. and S. Wadhwani (1990), 'The Effect of the Term Spread, Dividend Yield and Real Activity on Stock Returns: Evidence from 15 Countries', LSE Financial Markets Group Discussion Paper 98.
-
(1990)
LSE Financial Markets Group Discussion Paper 98
-
-
Shah, M.1
Wadhwani, S.2
|