When uncertainty matters: time-varying predictability in cross-sectional stock returns

Annals of Operations Research 2026

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Authors: Shan Chen, Yili Liu, Qiuhua Xu
DOI: 10.1007/s10479-026-07221-x
Cited by: 1
References: 53

Fields of Study & Subjects

Stock Market Forecasting Methods Market Dynamics and Volatility Financial Distress and Bankruptcy Prediction

Publication details

Journal / source
Annals of Operations Research
Publisher
Springer Science and Business Media LLC
Publication date
13 April 2026
Language
EN