Tham khảo tài liệu 'data analysis machine learning and applications episode 3 part 1', kỹ thuật - công nghệ, cơ khí - chế tạo máy phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | 506 Wolfgang Bessler and Peter Luckoff References AVRAMOV D. 2002 Stock Return Predictability and Model Uncertainty. Journal of Financial Economics 64 423-458. AVRAMOV D. and CHORDIA T. 2006 Asset Pricing Models and Financial Market Anomalies. Review of Financial Studies 19 3 1001-1040. BESSLER W. and OPFER H. 2004 Eine Empirische Untersuchung zur Bedeutung makrookonomischer Einflussfaktoren auf Aktienrenditen am deutschen Kapitalmarkt. Fi-nanzmarkt und Portfoliomanagement 4 412-436. CAMPBELL J. D. and SHILLER R. J. 1989 The Dividend-price Ratio and Expectations of Future Dividends and Discount Factors. Review of Financial Studies 1 3 195-228. CREMERS K. J. M. 2002 Stock Return Predictability A Bayesian Model Selection Perspective. Review of Financial Studies 15 4 1223-1249. FAmA E. F. and FrEnCH K. R. 1988 Dividend Yields and Expected Stock Returns. Journal of Financial Economics 22 3-25. FERSON W. E. and SARKISSIAN S. 2003 Spurious regressions in financial economics Journal of Finance 58 4 1393-Ũ1412. HODRICK R. J. 1992 Dividend Yields and Expected Stock Returns Alternative Procedures for Inference and Measurement. Review of Financial Studies 5 3 357-386. KAUL G. 1996 Predictable Components in Stock Returns. In G. S. Maddala C. R. Rao Eds. Statistical Methods in Finance. Elsevier Science Amsterdam 269-296. LITTERMANN R. B. 1986 Forecasting with Bayesian Vector Autoregressions U Five Years of Experience. Journal of Business and Economic Statistics 4 1 25-U38. SARANTIS N. 2006 On the Short-term Predictability of Exchange Rates - A BVAR Timevarying Parameters Approach. Journal of Banking and Finance 30 2257-U2279. The Evaluation of Venture-Backed IPOs -Certification Model versus Adverse Selection Model Which Does Fit Better Francesco Gangi and Rosaria Lombardo Faculty of Economics Department of Strategy and Quantitative Methods Second University of Naples Italy @ Abstract. In this paper we aim to investigate the consistency
