Predicting stock returns☆

• 1 November 2006
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 82  (2) , 387-415
• https://doi.org/10.1016/j.jfineco.2005.07.014

Abstract

Keywords

• G11
• G12
• C11
• PREDICTABILITY
• BUSINESS CYCLE
• RISK FACTORS
• EQUITY CHARACTERISTICS
• ESTIMATION RISK