Sentences with phrase «varying predictive value»

Not exact matches

Evidence is also mounting that other factor premia, such as value and low beta, are also time varying and predictable.3 Table 1 reports for a number of popular factors the one - year - ahead predictive regression using the valuation spread as the predictive variable.

Although the number, shape, and predictive validity of internalizing trajectory classes were similar across gender, trajectory classes» initial values and rates of change varied significantly across gender, as did the impact of maternal postpartum depression and anxiety on latent growth factors.