Title:

Forecasting Stock Market Returns: The Sum of the Parts Is More Than the Whole

Authors:

Miguel Almeida Ferreira (U Nova, European Corporate Governance Institute)
Pedro Santa Clara (U Nova)

Journal:

Journal of Financial Economics

Year:

2011

Volume:

100

Pages:

514-537

JEL codes:

C53 - Forecasting and Other Model Applications
C58 - Financial Econometrics
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G35 - Payout Policy
L25 - Firm Performance: Size, Diversification and Scope, Age, Profit, and Sales