Forecasting the Equity Risk Premium: The Role of Technical Indicators
نویسندگان
چکیده
منابع مشابه
Forecasting the Equity Risk Premium: The Role of Technical Indicators
While macroeconomic variables have been used extensively to forecast the U.S. equity risk premium and build models to explain it, relatively little attention has been paid to the technical stock market indicators widely employed by practitioners. Our paper fills this gap by studying the forecasting ability of a variety of technical indicators in comparison to that of a number of well-known macr...
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ژورنال
عنوان ژورنال: Management Science
سال: 2014
ISSN: 0025-1909,1526-5501
DOI: 10.1287/mnsc.2013.1838