Predictability

Field
Subfield
Domain
OpenAlex	C197640229

Smeal faculty

• Mihail Velikov - score 3.1
• Liang Peng - score 1.8
• Charles Whiteman - score 1.0
• Timothy T. Simin - score 0.9
• James McKeown - score 0.9
• Jingzhi Huang - score 0.8
• Patrick Higgins - score 0.8
• Yidan Yin - score 0.7
• Daniel Aobdia - score 0.5

Papers

• Predicting bitcoin returns using high-dimensional technical indicators (2018) - cites 177
• A new historical database for the NYSE 1815 to 1925: Performance and predictability (2001) - cites 135
• Inter-industry network structure and the cross-predictability of earnings and stock returns (2014) - cites 112
• A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability (2000) - cites 108
• The Predictability of Interim Earnings over Alternative Quarters (1984) - cites 78
• IS STOCK RETURN PREDICTABILITY SPURIOUS (2003) - cites 76
• Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile (1999) - cites 65
• FOMC Communications and the Predictability of Near-Term Policy Decisions (2006) - cites 33
• Unraveling the bias against novelty: guiding the study of our tendency to desire but reject the new (2021) - cites 8
• The Expected Returns on Machine-Learning Strategies (2024) - cites 5
• Oil Price Exposure and the Cross-Section of Stock Returns (2023) - cites 2
• AI-Powered (Finance) Scholarship (2025) - cites 2
• Oil Price Exposure, Earnings Announcements, and Stock Return Predictability (2018) - cites 2