Forecasting the Equity Risk Premium: The Role of Technical Indicators

Christopher J. Neely
Christopher J. Neely
[email protected]
Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri 63166
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,
David E. Rapach
David E. Rapach
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Department of Economics, John Cook School of Business, Saint Louis University, St. Louis, Missouri 63108
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,
Jun Tu
Jun Tu
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Department of Finance, Lee Kong Chian School of Business, Singapore Management University, Singapore 178899
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,
Guofu Zhou
Guofu Zhou
[email protected]
Olin Business School, Washington University in St. Louis, St. Louis, Missouri 63130, CAFR and CUFE
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Christopher J. Neely

[email protected]

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri 63166

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David E. Rapach

[email protected]

Department of Economics, John Cook School of Business, Saint Louis University, St. Louis, Missouri 63108

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Jun Tu

[email protected]

Department of Finance, Lee Kong Chian School of Business, Singapore Management University, Singapore 178899

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Guofu Zhou

[email protected]

Olin Business School, Washington University in St. Louis, St. Louis, Missouri 63130, CAFR and CUFE

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Published Online:4 Mar 2014https://doi.org/10.1287/mnsc.2013.1838

Supplemental Material

mnsc.2013.1838-sm-returns_econ_tech_data_programs.zip (778 KB)

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Volume 60, Issue 7

July 2014

Pages iv-vii, 1617-1859

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Received:January 09, 2012
Accepted:August 29, 2013
Published Online:March 04, 2014

Cite as

Christopher J. Neely, David E. Rapach, Jun Tu, Guofu Zhou (2014) Forecasting the Equity Risk Premium: The Role of Technical Indicators. Management Science 60(7):1772-1791.

https://doi.org/10.1287/mnsc.2013.1838

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Forecasting the Equity Risk Premium: The Role of Technical Indicators

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Volume 60, Issue 7

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