Blair Hull

Hull Investments LLC

141 W. Jackson Street #1650

Chicago, IL 60604

United States

SCHOLARLY PAPERS

3

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SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

A Practitioner's Defense of Return Predictability

Number of pages: 37 Posted: 22 May 2019
Blair Hull and Xiao Qiao
Hull Investments LLC and School of Data Science, City University of Hong Kong
Downloads 13,979 (314)
Citation 5

Abstract:

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equity premium, forecasting, predictability, correlation screening, market timing, asset returns, tactical asset allocation

2.

Return Predictability and Market-Timing: A One-Month Model

Journal Of Investment Management, 17.3 (2019):47-64.
Number of pages: 30 Posted: 10 Oct 2017 Last Revised: 07 Oct 2019
Blair Hull, Xiao Qiao and Petra Bakosova
Hull Investments LLC, School of Data Science, City University of Hong Kong and Hull Tactical
Downloads 5,291 (1,815)
Citation 3

Abstract:

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equity premium, forecasting, predictability, market timing, asset returns, tactical asset allocation

3.

Seasonal Effects and Other Anomalies

Number of pages: 37 Posted: 24 Apr 2018 Last Revised: 15 Dec 2018
Hull Investments LLC, Hull Tactical and Hull Tactical
Downloads 1,433 (16,265)
Citation 1

Abstract:

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equity premium, seasonal effects, anomalies, forecasting, predictability, market timing, asset returns, tactical asset allocation