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- W3140911488 abstract "Despite more than half a century of research on forecasting stock market returns, most predictive models perform quite poorly when they are put to the test of actually predicting equity returns. In fact, many authors, including Bossaerts and Hillion (1999), Brennan and Xia (2005), and Welch and Goyal (2008) suggest that equity returns cannot be predicted at all. This brief proposes a simple yet very effective solution to improve the quality of stock return predictions by taking economic theory into account." @default.
- W3140911488 created "2021-04-13" @default.
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- W3140911488 date "2013-01-01" @default.
- W3140911488 modified "2023-09-27" @default.
- W3140911488 title "To Predict the Equity Market, Consult Economic Theory" @default.
- W3140911488 hasPublicationYear "2013" @default.
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