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Predicting stock returns
Doron Avramov
*
, Tarun Chordia
*
Corresponding author for this work
Research output
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Article
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peer-review
73
Scopus citations
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Keyphrases
Business Cycles
100%
Market Returns
100%
Past Returns
100%
Individual Stocks
100%
Small Stock
100%
Small-cap
100%
Book-to-market
100%
Equity Premium Predictability
100%
Momentum Factor
100%
Fama-French Factors
100%
Realized Returns
100%
Stock Return Prediction
100%
Economics, Econometrics and Finance
Investors
100%
Capital Market Returns
100%
Risk Premium
50%
Business Cycle
50%
Computer Science
Individual Stock
100%
Realized Return
100%