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Earnings forecasts and the predictability of stock returns: evidence from trading the S&P. (1997). Orphanides, Athanasios ; Douvogiannis, Martha ; Lander, Joel .
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:1997-6.

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Cited: 39

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  1. A statistical investigation of a stock valuation model. (2022). Bernardino, Wilton ; Ospina, Raydonal ; Paes, Nelson L ; Tavora, Jose L ; Amaral, Joo B.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:8:d:10.1007_s43546-022-00270-x.

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  2. Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship. (2021). Hunnes, John ; Zakamulin, Valeriy.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:182-197.

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  3. Dispersion in analysts’ target prices and stock returns. (2021). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Wang, Heng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082100022x.

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  4. Bond€“Equity Yield Ratio Market Timing in Emerging Markets. (2019). Orlov, Vitaly ; Dimic, Nebojsa ; Ij, Janne.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:18:y:2019:i:1:p:52-79.

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  5. Stock vs. Bond yields and demographic fluctuations. (2019). Morin, Annaïg ; Gozluklu, Arie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302572.

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  6. A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-38.

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  7. Demographics and the Behavior of Interest Rates. (2016). Favero, Carlo ; Yang, Haoxi ; Gozluklu, Arie E.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0020-2.

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  8. Quantity theory is alive: the role of international portfolio shifts. (2015). Santis, Roberto .
    In: Empirical Economics.
    RePEc:spr:empeco:v:49:y:2015:i:4:p:1401-1430.

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  9. Is there a Positive Risk€ Return Tradeoff? A Forward€ Looking Approach to Measuring the Equity Premium. (2015). Koutmos, Dimitrios.
    In: European Financial Management.
    RePEc:bla:eufman:v:21:y:2015:i:5:p:974-1013.

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  10. Assessment of the Relationship between Interest Rate Spread and Performance of Commercial Banks Listed In Nairobi Securities Exchange. (2014). Simiyu, Robert Silikhe ; Wachilonga, Lewis Wakoli ; Rono, Benard Kiptoo .
    In: International Journal of Financial Economics.
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  11. The Fear Premium and Daily Comovements of the S&P 500 E/P ratio and Treasury Yields before and during the 2008 Financial Crisis. (2013). Faugere, Christophe.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:22:y:2013:i:3:p:171-207.

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  12. Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability. (2013). Roffia, Barbara ; Favero, Carlo ; De Santis, Roberto.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:377-404.

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  13. Identifying time variability in stock and interest rate dependence. (2012). Stein, Michael ; Islami, Mevlud ; Lindemann, Jens .
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  14. An intertemporal capital asset pricing model with heterogeneous expectations. (2012). Koutmos, Dimitrios.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:5:p:1176-1187.

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  15. Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns. (2010). Favero, Carlo ; Gozluklu, Arie ; Tamoni, Andrea.
    In: CEPR Discussion Papers.
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  16. A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination. (2009). van Erlach, Julian ; Faugere, Christophe.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:18:y:2009:i:1:p:27-88.

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  17. A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination. (2009). Faugere, Christophe ; Christophe, Faugere .
    In: MPRA Paper.
    RePEc:pra:mprapa:15579.

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  18. The Predictive Content of Aggregate Analyst Recommendations. (2009). Yan, Xuemin ; Howe, John S. ; Unlu, Emre.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:47:y:2009:i:3:p:799-821.

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  19. Maximizing equity market sector predictability in a Bayesian time-varying parameter model. (2008). Johnson, Lorne D. ; Sakoulis, Georgios.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:6:p:3083-3106.

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  20. Investment timing and trading strategies in the sale and purchase market for ships. (2007). Alizadeh, Amir ; Nomikos, Nikos K..
    In: Transportation Research Part B: Methodological.
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  21. The information content of the Bond-Equity Yield Ratio: Better than a random walk?. (2007). PETITJEAN, Mikael ; Giot, Pierre.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:2:p:289-305.

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  22. Discussion of An International Analysis of Earnings, Stock Prices and Bond Yields. (2007). Bowe, Michael.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007:i:3-4:p:642-649.

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  23. An International Analysis of Earnings, Stock Prices and Bond Yields. (2007). Giot, Pierre ; Durré, Alain ; Durre, Alain.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007:i:3-4:p:613-641.

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  24. Short-term market timing using the Bond-Equity Yield Ratio. (2006). PETITJEAN, Mikael ; Giot, Pierre.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006090.

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  25. The information content of the Bond-Equity Yield Ratio: better than a random walk?. (2006). PETITJEAN, Mikael ; Giot, Pierre.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006089.

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  26. Una rivisitazione delle teorie di Modigliani sulla finanza. (2005). Cozzi, Terenzio.
    In: Moneta e Credito.
    RePEc:psl:moneta:2005:212.

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  27. A reappraisal of Modiglianis finance theories. (2005). Cozzi, Terenzio.
    In: Banca Nazionale del Lavoro Quarterly Review.
    RePEc:psl:bnlqrr:2005:212.

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  28. A reappraisal of Modiglianis finance theories. (2005). Cozzi, Terenzio.
    In: BNL Quarterly Review.
    RePEc:psl:bnlaqr:2005:212.

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  29. An international analysis of earnings, stock prices and bond yields. (2005). Giot, Pierre ; Durré, Alain.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200509-1.

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  30. Explaining co-movements between stock markets: The case of US and Germany. (2005). Favero, Carlo ; Bonfiglioli, Alessandra.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:8:p:1299-1316.

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  31. An international analysis of earnings, stock prices and bond yields. (2005). Giot, Pierre ; Durré, Alain ; Durre, Alain.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005515.

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  32. Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio. (2005). PETITJEAN, Mikael ; Giot, Pierre.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2005010.

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  33. A General Theory of Stock Market Valuation and Return. (2004). Faugere, Christophe ; van Erlach, Julian.
    In: Finance.
    RePEc:wpa:wuwpfi:0403004.

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  34. Stock market valuation in the United States. (2003). Durré, Alain ; Bisciari, Patrick ; Nyssens, Alain ; Durre, Alain.
    In: Working Paper Document.
    RePEc:nbb:docwpp:200311-41.

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  35. Model Uncertainty, Thick Modelling and the Predictability of Stock Returns. (2003). Favero, Carlo ; Aiolfi, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3997.

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  36. Market timing strategies that worked. (2002). Shen, PU.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp02-01.

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  37. Optimal market timing strategies under transaction costs. (2002). Li, Wei ; Lam, Kin.
    In: Omega.
    RePEc:eee:jomega:v:30:y:2002:i:2:p:97-108.

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References

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Coauthors

Authors registered in RePEc who have wrote about the same topic

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