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Article
Title:
Out-of-Sample Stock Return Prediction Using Higher-Order Moments
Authors:
José Afonso Faias
(
U Católica Portuguesa
) (
U Católica Portuguesa
)
Tiago Castel-Branco
(
Oxycapital, Lisbon
)
Journal:
International Journal Of Theoretical And Applied Finance
Year:
2018
Volume:
21
Number:
6
Pages:
1-27
JEL codes:
C58 - Financial Econometrics
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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