This paper makes three contributions to the literature on forecasting stock returns. First,
unlike the extant literature on oil price and stock returns, we focus on out-of-sample …

This comprehensive research study aims to highlight the evolution of momentum investing
research and identify the mature and emerging themes in momentum investing. This study …

This article empirically investigates some of the key features of cryptocurrency returns and
volatilities, such as their relationship with traditional asset classes, as well as the main …

We examine stock return predictability for India and find strong evidence of sectoral return
predictability over market return predictability. We show that mean-variance investors make …

This paper carries out a comprehensive examination of technical trading rules in
cryptocurrency markets, using data from two Bitcoin markets and three other popular …

This paper empirically investigates both price and volatility spillover effects in a
comprehensive VEC–MGARCH framework. The hedging strategy is further discussed using …

Because of gold's value, systems for predicting its price have attracted extensive interest in
the scientific and industrial communities. Diverse artificial intelligence methods outperform …

The objective of this paper is to employ the novel technique of nonparametric causality-in-
quantiles to examine the predictability of returns and volatility of six important commodities …

This paper investigates the presence of asymmetries in the short-and long-run relationships
between the 5-year CDS index spreads at the US industry level and a set of major …

This paper aims to study the role of gold as a hedge against inflation based on local monthly
gold prices in China, India, Japan, France, the United Kingdom and the United States of …