Skip to main navigation
Skip to search
Skip to main content
Hong Kong Baptist University Home
Home
Scholars
Departments / Units
Research Output
Projects / Grants
Datasets
Prizes / Awards
Activities
Press / Media
Student theses
Search by expertise, name or affiliation
Fundamental index aligned and excess market return predictability
Samuel Y.M. Ze-To
*
*
Corresponding author for this work
Research output
:
Contribution to journal
›
Article
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Fundamental index aligned and excess market return predictability'. Together they form a unique fingerprint.
Sort by:
Weight
Alphabetically
Business & Economics
Return Predictability
95%
Market Returns
79%
Financial Index
32%
Error Components
17%
Certainty Equivalent
16%
Book-to-market Ratio
15%
Investors
14%
Financial Indicators
13%
Stock Market Returns
13%
Company Size
13%
Predictive Power
12%
Economic Variables
12%
Time Horizon
12%
Momentum
11%
Risk-averse
11%
Partial Least Squares
11%
Mathematics
Predictability
100%
Excess
78%
Market
75%
Forecasting
21%
Stock Market
12%
Partial Least Squares
12%
Horizon
9%
Eliminate
9%
Momentum
8%
Economics
8%
Engineering & Materials Science
Financial markets
89%
Momentum
34%
Economics
23%
Industry
16%