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quizer

Market Timing & Predictability Quiz

The following quiz is meant to test your general knowledge of return predictability. The first half of the quiz is meant to test your general knowledge of the topic, and the second half is specific to our approach as outlined in our research paper.

1.

The equity premium is equal to the difference between the S&P 500 returns and the T-bill rate.

True

False

2.

The equity premium is always 6%.

True

False

3.

All academics agree that market returns are predictable.

True

False

4.

Nobel laureate Robert Merton called attempts to estimate changing equity premiums a “fool’s errand”.

True

False

5.

“The trend is your friend”. A variable based on the short-term price trend is positively correlated with future returns.

True

False

6.

New orders and shipments have a positive relationship with future returns.

True

False

7.

It is possible to form an investment strategy based on equity premium forecasts.

True

False

8.

In our paper “A Practitioner’s Defense of Return Predictability”, we show that there is substantial predictive power in combining forecasting variables using correlation screening to forecast market returns six months into the future.

True

False

1 out of 8

Time's up

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