Stock Market Forecasting Methods

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]

The Behavior of Stock-Market Prices

Economic Forces and the Stock Market

Twitter mood predicts the stock market

Giving Content to Investor Sentiment: The Role of Media in the Stock Market

Does the Stock Market Overreact?

Why Does Stock Market Volatility Change Over Time

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior

Why Does Stock Market Volatility Change Over Time?

A long memory property of stock market returns and a new model

No Contagion, Only Interdependence: Measuring Stock Market Comovements

Investor Sentiment in the Stock Market

Standard methods: For the examination of water and waste water

STATISTICAL METHODS FOR ASSESSING AGREEMENT BETWEEN TWO METHODS OF CLINICAL MEASUREMENT

Case Study Research: Design and Methods

Standard Methods for the Examination of Water and Wastewater

Official Methods of Analysis

Hierarchical Linear Models: Applications and Data Analysis Methods.