On the public citation graph

Modeling the Cross Section of Stock Returns: A Model Pooling Approach

https://doi.org/10.1017/s0022109012000518
0 signed · 52 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/for.928openalex-snapshot
Combination forecasts of output growth in a seven‐country data set
inferredcites →https://doi.org/10.1016/0024-6301(90)90316-vopenalex-snapshot
Combining forecasts: A review and annotated bibliography
inferredcites →https://doi.org/10.1016/0169-2070(89)90012-5openalex-snapshot
Combining forecasts: A review and annotated bibliography
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-snapshot
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/b978-0-444-53683-9.00023-2openalex-snapshot
Handbook of Economic Forecasting
inferredcites →https://doi.org/10.1016/b978-044450899-7.50014-2openalex-snapshot
Financial Markets and the Real Economy
inferredcites →https://doi.org/10.1016/j.ijforecast.2006.08.001openalex-snapshot
Combining density forecasts
inferredcites →https://doi.org/10.1016/j.jeconom.2008.12.004openalex-snapshot
Forecasts of US short-term interest rates: A flexible forecast combination approach
inferredcites →https://doi.org/10.1016/j.jeconom.2011.02.017openalex-snapshot
Optimal prediction pools
inferredcites →https://doi.org/10.1016/j.jfineco.2009.09.001openalex-snapshot
A skeptical appraisal of asset pricing tests☆
inferredcites →https://doi.org/10.1016/s0169-7161(96)14010-4openalex-snapshot
8 Forecast evaluation and combination
inferredcites →https://doi.org/10.1057/9780230244405_4openalex-snapshot
Forecast Combination and Encompassing
inferredcites →https://doi.org/10.1057/jors.1969.103openalex-snapshot
The Combination of Forecasts
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/296344openalex-snapshot
Economic Forces and the Stock Market
inferredcites →https://doi.org/10.1093/rfs/hhp063openalex-snapshot
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
inferredcites →https://doi.org/10.1093/rof/rfm018openalex-snapshot
Improved Forecasting of Mutual Fund Alphas and Betas
inferredcites →https://doi.org/10.1111/b.9781405126236.2004.00018.xopenalex-snapshot
A Companion to Economic Forecasting
inferredcites →https://doi.org/10.1111/j.1368-423x.2004.00119.xopenalex-snapshot
Pooling of forecasts
inferredcites →https://doi.org/10.1111/j.1468-0084.2005.00148.xopenalex-snapshot
Combining Density and Interval Forecasts: A Modest Proposal*
inferredcites →https://doi.org/10.1111/j.1468-0262.2006.00718.xopenalex-snapshot
Tests of Conditional Predictive Ability
inferredcites →https://doi.org/10.1111/j.1540-6261.1989.tb05056.xopenalex-snapshot
Empirical Tests of the Consumption‐Oriented CAPM
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-snapshot
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.2517-6161.1952.tb00104.xopenalex-snapshot
Rational Decisions
inferredcites →https://doi.org/10.1198/073500106000000332openalex-snapshot
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
inferredcites →https://doi.org/10.1214/ss/1009212519openalex-snapshot
Bayesian model averaging: a tutorial (with comments by M. Clyde, David Draper and E. I. George, and a rejoinder by the authors
inferredcites →https://doi.org/10.1257/002205103322436197openalex-snapshot
Forecasting Output and Inflation: The Role of Asset Prices
inferredcites →https://doi.org/10.1257/jel.41.3.788openalex-snapshot
Forecasting Output and Inflation: The Role of Asset Prices
inferredcites →https://doi.org/10.2307/2284674openalex-snapshot
An Introduction to Bayesian Inference in Econometrics.
inferredcites →https://doi.org/10.2307/2328589openalex-snapshot
Empirical Test of the Consumption-Oriented CAPM
inferredcites →https://doi.org/10.2307/2344559openalex-snapshot
An Introduction to Bayesian Inference in Econometrics.
inferredcites →https://doi.org/10.2307/2982063openalex-snapshot
Sampling and Bayes' Inference in Scientific Modelling and Robustness

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2470031openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2554686openalex-extracted
Hedge Fund Replication: A Model Combination Approach
inferred← citeshttps://doi.org/10.2139/ssrn.2847424openalex-extracted
Ambiguity Aversion and Asset Price Dynamics
inferred← citeshttps://doi.org/10.2139/ssrn.3064014openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3455866openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.4141663openalex-extracted
inferred← citeshttps://doi.org/10.1002/for.2332openalex-snapshot
Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance
inferred← citeshttps://doi.org/10.1002/fut.21930openalex-snapshot
A hybrid information approach to predict corporate credit risk
inferred← citeshttps://doi.org/10.1016/j.ijforecast.2024.11.011openalex-snapshot
Multivariate dynamic mixed-frequency density pooling for financial forecasting
inferred← citeshttps://doi.org/10.1016/j.jedc.2023.104725openalex-snapshot
Machine Learning Goes Global: Cross-Sectional Return Predictability in International Stock Markets
inferred← citeshttps://doi.org/10.1016/j.jempfin.2020.11.003openalex-snapshot
Modeling the cross-section of stock returns using sensible models in a model pool
inferred← citeshttps://doi.org/10.1093/jjfinec/nbt001openalex-snapshot
Improving Asset Price Prediction When All Models are False
inferred← citeshttps://doi.org/10.1093/rapstu/raac021openalex-snapshot
Predicting Returns Out of Sample: A Naïve Model Averaging Approach
inferred← citeshttps://doi.org/10.1093/rof/rfw037openalex-snapshot
Hedge Fund Replication: A Model Combination Approach
inferred← citeshttps://doi.org/10.1111/fire.12156openalex-snapshot
Industry Costs of Equity: Incorporating Prior Information
inferred← citeshttps://doi.org/10.1111/irfi.12112openalex-snapshot
Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance
inferred← citeshttps://doi.org/10.1177/0312896215575888openalex-snapshot
The complementary role of cross-sectional and time-series information in forecasting stock returns
inferred← citeshttps://doi.org/10.1287/mnsc.2014.2056openalex-snapshot
Evaluating Hedge Funds with Pooled Benchmarks
inferred← citeshttps://doi.org/10.15611/pn.2015.381.15openalex-snapshot
Decision-making process: technical analysis versus financial modelling
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.