The aim of this paper is to investigate, for the first time, the performance of trading strategies
based on the combination of technical trading rules and fundamental analysis in the sale …

In this paper, we present a few simple market-timing strategies that appear to outperform
the" buy-and-hold" strategy, with real-time data from 1970 to 2000. Our focus is on spreads …

We develop a simple error-correction model, based on a well-known theory, espoused by
Benjamin Graham and David Dodd and others, which presumes stock returns tend to restore …

In this paper, we investigate the predictability of corporate bond excess returns using a
comprehensive data sample for the period from January 1973 to December 2010. We find …

We investigated in-sample and out-of-sample predictability of equal-weighted and
capitalization-weighted quarterly excess returns for 55 industries over the 1973–95 period …

Using a vector autoregressive model with monthly data from 1988 through 2001, this study
investigates the factors that drive the excess returns on a widely followed mortgage‐backed …

Abstract The Derivatives Sourcebook is a citation study and classification system that
organizes the many strands of the derivatives literature and assigns each citation to a …

Corporate bond returns consist of two distinct components: an interest rate component,
which is default-free and anti-cyclical, and a credit spread component, which is default-risky …

The purpose of this study is to investigate the predictive relationship between Forward
Freight Agreements (FFA) and the Golden Ocean Group stock price, using a Transformer …

This paper examines the bias in and usefulness of top-down and bottom-up consensus
forecasts of earnings per share for the S&P 500 Index provided by market strategists and …