Out-of-Sample Equity Premium Prediction: Economic Fundamentals Vs. Moving-Average Rules

by Neely, Christopher, Rapach, David, TU, Jun, Zhou, Guofu
Published 2010

Industry Interdependencies and Cross-Industry Return Predictability

by RAPACH, David E., STRAUSS, Jack, Tu, Jun, ZHOU, Guofu
Published 2015

Out-of-Sample Industry Return Predictability: Evidence from A Large Number of Predictors

by Rapach, David E., Strauss, Jack K., TU, Jun, Zhou, Guofu
Published 2011

Forecasting the equity risk premium: The role of technical indicators

by Neely, Christopher J., Rapach, David E., TU, Jun, Zhou, Guofu
Published 2014

How Predictable Is the Chinese Stock Market?

by JIANG, Fuwei, RAPACH, David E., STRAUSS, Jack K., TU, Jun
Published 2010

How Predictable is the Chinese Stock Market?

by JIANG, Fuwei, TU, Jun, RAPACH, David, STRAUSS, Jack K., ZHOU, Guofu
Published 2011