Focal Interest
Focal Interest

Predictive power

  1. Market-capitalization regret variables predict future stock returns
    Study reveals market capitalization as a key psychological reference point for investor regret, with stronger predictive power for stock returns than traditional return-based regret measures in.
  2. Yield curve factors predict growth in some countries, not inflation
    Analysis of yield curve predictive power for growth and inflation across 40 countries finds stronger performance in developed and CEE economies and low-credibility contexts.