Can output explain the predictability and volatility of stock returns

Modelling volatility and correlation for tick-by-tick returns data using trading information and buy/sell signals

Lin, S.
Satchell, S.E.
Knight, J.L.
London Univ. (United Kingdom). Inst. for Financial Research

January 1998

Available from British Library Document Supply Centre-DSC:9350.164(46) / BLDSC - British Library Doc...

Is the gilt-equity yield ratio useful for predicting UK stock returns?

Clare, A.
Thomas, S.
Wickens, M.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(93-05) / BLDSC - British L...

Forecasting (Log) volatility models

Christodoulakis, G.A.
Satchell, S.E.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/14) / BLDSC - British Li...

Forecasting stock returns

Pesaran, M.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9216) / BLDSC - B...

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

Mills, T.C
Hull Univ. (United Kingdom). Dept. of Economics and Commerce

January 1991

Available from British Library Document Supply Centre-DSC:4335.954(176) / BLDSC - British Library Do...

The predictability of long-horizon stock market returns in the UK

Kwan, Y.S.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN009116 / BLDSC - British Library D...

International evidence for the predictability of bond and stock returns

Clare, A.
Thomas, S.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9206) / BLDSC - British Libr...

Stock return volatility and dividend announcements

Acker, D
Bristol Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.76(BU-DE-DP--96/411) / BLDSC - B...

A recursive modelling approach to predicting UK stock returns

Pesaran, M.
Timmermann, A.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(CU-DAE-WP--9625) / BLDSC - B...

Dispersion and volatility in stock returns An empirical investigation

Campbell, J.Y.
Kim, S.
Lettau, M.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1923) / BLDSC - British Lib...

Mean reversion in stock returns Evidence and implications

Summers, L.
Poterba, J
London School of Economics (United Kingdom). Financial Markets Group

Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--5) / BLDSC - British...

Factors or fantasies? An analysis of stock returns by industry

Green, C.J.
Zhuang, Y.
Maggioni, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/8) / BLDSC - British Libr...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Predictability of stock markets with disequilibrium trading

Charemza, W.W.
Shields, K.
Zalewska-Mitura, A.
Leicester Univ. (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9336(97/5) / BLDSC - British Lib...

Modelling volatility and correlation for tick-by-tick returns data using trading information and buy/sell signals

Lin, S.
Satchell, S.E.
Knight, J.L.
London Univ. (United Kingdom). Inst. for Financial Research

January 1998

Available from British Library Document Supply Centre-DSC:9350.164(46) / BLDSC - British Library Doc...

Is the gilt-equity yield ratio useful for predicting UK stock returns?

Clare, A.
Thomas, S.
Wickens, M.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(93-05) / BLDSC - British L...

Forecasting (Log) volatility models

Christodoulakis, G.A.
Satchell, S.E.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/14) / BLDSC - British Li...

Forecasting stock returns

Pesaran, M.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9216) / BLDSC - B...

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

Mills, T.C
Hull Univ. (United Kingdom). Dept. of Economics and Commerce

January 1991

Available from British Library Document Supply Centre-DSC:4335.954(176) / BLDSC - British Library Do...

The predictability of long-horizon stock market returns in the UK

Kwan, Y.S.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN009116 / BLDSC - British Library D...

International evidence for the predictability of bond and stock returns

Clare, A.
Thomas, S.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9206) / BLDSC - British Libr...

Stock return volatility and dividend announcements

Acker, D
Bristol Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.76(BU-DE-DP--96/411) / BLDSC - B...

A recursive modelling approach to predicting UK stock returns

Pesaran, M.
Timmermann, A.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(CU-DAE-WP--9625) / BLDSC - B...

Dispersion and volatility in stock returns An empirical investigation

Campbell, J.Y.
Kim, S.
Lettau, M.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1923) / BLDSC - British Lib...

Mean reversion in stock returns Evidence and implications

Summers, L.
Poterba, J
London School of Economics (United Kingdom). Financial Markets Group

Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--5) / BLDSC - British...

Factors or fantasies? An analysis of stock returns by industry

Green, C.J.
Zhuang, Y.
Maggioni, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/8) / BLDSC - British Libr...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Predictability of stock markets with disequilibrium trading

Charemza, W.W.
Shields, K.
Zalewska-Mitura, A.
Leicester Univ. (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9336(97/5) / BLDSC - British Lib...

Modelling volatility and correlation for tick-by-tick returns data using trading information and buy/sell signals

Lin, S.
Satchell, S.E.
Knight, J.L.
London Univ. (United Kingdom). Inst. for Financial Research

January 1998

Available from British Library Document Supply Centre-DSC:9350.164(46) / BLDSC - British Library Doc...

Is the gilt-equity yield ratio useful for predicting UK stock returns?

Clare, A.
Thomas, S.
Wickens, M.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(93-05) / BLDSC - British L...

Forecasting (Log) volatility models

Christodoulakis, G.A.
Satchell, S.E.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/14) / BLDSC - British Li...

Can output explain the predictability and volatility of stock returns

Abstract

Extracted data

Can output explain the predictability and volatility of stock returns

Abstract

Extracted data

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