Andrew Vivian

Loughborough University

The Business School

Ashby Road

Loughborough LE11 3TU

Great Britain

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 39,553

SSRN RANKINGS

Top 39,553

in Total Papers Downloads

876

CITATIONS
Rank 33,235

SSRN RANKINGS

Top 33,235

in Total Papers Citations

6

Scholarly Papers (6)

1.

Forecasting Returns: New European Evidence

Number of pages: 42 Posted: 07 Nov 2012
Steven J. Jordan, Andrew Vivian and Mark E. Wohar
Econometric Solutions, Loughborough University and University of Nebraska at Omaha
Downloads 258 (88,043)

Abstract:

Return forecasting, Fundamental ratios, Macro variables, Technical indicators, Europe, Emerging markets

2.

The Equity Premium: 100 Years of Empirical Evidence from the UK

Number of pages: 51 Posted: 05 Aug 2005 Last Revised: 22 Mar 2011
Andrew Vivian
Loughborough University
Downloads 230 (107,766)
Citation 2

Abstract:

Equity Premium, Expected Returns, Dividend Growth Predictability

3.

Predictability and Underreaction in Industry-Level Returns: Evidence from Commodity Markets

Number of pages: 47 Posted: 16 Feb 2012 Last Revised: 12 Sep 2013
Board of Governors of the Federal Reserve System, Loughborough University and University of Nebraska at Omaha
Downloads 198 (109,165)

Abstract:

Asset pricing, Commodity markets, Equity markets, Industry-level returns, Information and market efficiency, Predictability, Underreaction

4.

Economically-Linked Economies and Forecasting Chinese Stock Returns

Number of pages: 21 Posted: 07 Nov 2012
Steven J. Jordan, Mark E. Wohar and Andrew Vivian
Econometric Solutions, University of Nebraska at Omaha and Loughborough University
Downloads 80 (240,662)

Abstract:

China, forecast, import, export, macroeconomics, forecast combinations

5.

The UK Equity Premium: 1901-2004

Journal of Business Finance & Accounting, Vol. 34, No. 9-10, pp. 1496-1527, November/December 2007
Number of pages: 32 Posted: 11 Dec 2007
Andrew Vivian
Loughborough University
Downloads 21 (446,477)
Citation 4
  • Add to Cart

Abstract:

6.

The Aggregate Earnings-Return Relationship: A Global Perspective

Posted: 23 Jun 2011
Andrew Vivian and Xiaoquan Jiang
Loughborough University and Florida International University (FIU) - Department of Finance

Abstract:

global aggregate earnings-return relation, ERC, return decomposition