Can Managers Forecast Aggregate Market Returns?
- 2 March 2005
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 60 (2) , 963-986
- https://doi.org/10.1111/j.1540-6261.2005.00752.x
Abstract
No abstract availableKeywords
This publication has 31 references indexed in Scilit:
- Spurious Regressions in Financial Economics?The Journal of Finance, 2003
- The Really Long‐Run Performance of Initial Public Offerings: The Pre‐Nasdaq EvidenceThe Journal of Finance, 2003
- Pseudo Market Timing and the Long‐Run Underperformance of IPOsThe Journal of Finance, 2003
- Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?The Review of Financial Studies, 1999
- Book-to-market, dividend yield, and expected market returns: A time-series analysisJournal of Financial Economics, 1997
- Asymptotic Inference about Predictive AbilityEconometrica, 1996
- The New Issues PuzzleThe Journal of Finance, 1995
- The Long‐Run Performance of initial Public OfferingsThe Journal of Finance, 1991
- The Great Crash, the Oil Price Shock, and the Unit Root HypothesisEconometrica, 1989
- THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964The Journal of Finance, 1968