Department of Economics and Business Economics

Forecasting Stock Returns under Economic Constraints

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Forecasting Stock Returns under Economic Constraints. / Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen.

In: Journal of Financial Economics, Vol. 114, No. 3, 2014, p. 517-553.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Pettenuzzo, D, Timmermann, A & Valkanov, R 2014, 'Forecasting Stock Returns under Economic Constraints', Journal of Financial Economics, vol. 114, no. 3, pp. 517-553. https://doi.org/10.1016/j.jfineco.2014.07.015

APA

Pettenuzzo, D., Timmermann, A., & Valkanov, R. (2014). Forecasting Stock Returns under Economic Constraints. Journal of Financial Economics, 114(3), 517-553. https://doi.org/10.1016/j.jfineco.2014.07.015

CBE

Pettenuzzo D, Timmermann A, Valkanov R. 2014. Forecasting Stock Returns under Economic Constraints. Journal of Financial Economics. 114(3):517-553. https://doi.org/10.1016/j.jfineco.2014.07.015

MLA

Pettenuzzo, Davide, Allan Timmermann and Rossen Valkanov. "Forecasting Stock Returns under Economic Constraints". Journal of Financial Economics. 2014, 114(3). 517-553. https://doi.org/10.1016/j.jfineco.2014.07.015

Vancouver

Pettenuzzo D, Timmermann A, Valkanov R. Forecasting Stock Returns under Economic Constraints. Journal of Financial Economics. 2014;114(3):517-553. https://doi.org/10.1016/j.jfineco.2014.07.015

Author

Pettenuzzo, Davide ; Timmermann, Allan ; Valkanov, Rossen. / Forecasting Stock Returns under Economic Constraints. In: Journal of Financial Economics. 2014 ; Vol. 114, No. 3. pp. 517-553.

Bibtex

@article{893b422fc26e496ea8c640b54f7c7fd5,
title = "Forecasting Stock Returns under Economic Constraints",
author = "Davide Pettenuzzo and Allan Timmermann and Rossen Valkanov",
year = "2014",
doi = "10.1016/j.jfineco.2014.07.015",
language = "English",
volume = "114",
pages = "517--553",
journal = "Journal of Financial Economics",
issn = "0304-405X",
publisher = "Elsevier BV",
number = "3",

}

RIS

TY - JOUR

T1 - Forecasting Stock Returns under Economic Constraints

AU - Pettenuzzo, Davide

AU - Timmermann, Allan

AU - Valkanov, Rossen

PY - 2014

Y1 - 2014

U2 - 10.1016/j.jfineco.2014.07.015

DO - 10.1016/j.jfineco.2014.07.015

M3 - Journal article

VL - 114

SP - 517

EP - 553

JO - Journal of Financial Economics

JF - Journal of Financial Economics

SN - 0304-405X

IS - 3

ER -