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Forecasting Individual Stock Returns Using Macroeconomic and Technical Variables

https://doi.org/10.2139/ssrn.3339603
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Outgoing claims: the papers this work cites, builds on, or argues with.

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An exploratory investigation of the firm size effect
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Business conditions and expected returns on stocks and bonds
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Technical analysis and stock return predictability: An aligned approach
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Macro variables and international stock return predictability
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Macro variables and the components of stock returns
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Investor attention, overconfidence and category learning
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Short interest and aggregate stock returns
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Macroeconomic variables and stock prices in a small open economy: The case of Singapore
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Noise Trader Risk in Financial Markets
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Financial Constraints Risk
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A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
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Price Momentum and Trading Volume
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Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
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Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
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Structural and Return Characteristics of Small and Large Firms
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Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
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Predictability of Stock Returns: Robustness and Economic Significance
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00665.xopenalex-extracted
Market States and Momentum
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On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01529.xopenalex-extracted
Stock Market Declines and Liquidity
inferredcites →https://doi.org/10.1111/jofi.12286openalex-extracted
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
inferredcites →https://doi.org/10.1287/mnsc.2013.1838openalex-extracted
Forecasting the Equity Risk Premium: The Role of Technical Indicators
inferredcites →https://doi.org/10.1016/j.jfineco.2010.06.001openalex-snapshot
Does q-theory with investment frictions explain anomalies in the cross section of returns?
inferredcites →https://doi.org/10.1016/j.jfineco.2011.03.024openalex-snapshot
Limits-to-arbitrage, investment frictions, and the asset growth anomaly
inferredcites →https://doi.org/10.1111/0022-1082.00265openalex-snapshot
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
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The Limits of Arbitrage
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